ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 131-045 130-270 -0-095 -0.2% 130-295
High 131-090 131-165 0-075 0.2% 131-195
Low 130-270 130-255 -0-015 0.0% 130-100
Close 130-280 131-135 0-175 0.4% 131-030
Range 0-140 0-230 0-090 64.3% 1-095
ATR 0-178 0-182 0-004 2.1% 0-000
Volume 737,544 891,675 154,131 20.9% 5,810,628
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-128 133-042 131-262
R3 132-218 132-132 131-198
R2 131-308 131-308 131-177
R1 131-222 131-222 131-156 131-265
PP 131-078 131-078 131-078 131-100
S1 130-312 130-312 131-114 131-035
S2 130-168 130-168 131-093
S3 129-258 130-082 131-072
S4 129-028 129-172 131-008
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 134-287 134-093 131-258
R3 133-192 132-318 131-144
R2 132-097 132-097 131-106
R1 131-223 131-223 131-068 132-000
PP 131-002 131-002 131-002 131-050
S1 130-128 130-128 130-312 130-225
S2 129-227 129-227 130-274
S3 128-132 129-033 130-236
S4 127-037 127-258 130-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-165 130-100 1-065 0.9% 0-211 0.5% 92% True False 1,029,698
10 131-195 130-040 1-155 1.1% 0-185 0.4% 87% False False 792,256
20 131-195 130-030 1-165 1.2% 0-180 0.4% 88% False False 402,009
40 132-050 129-160 2-210 2.0% 0-163 0.4% 72% False False 202,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-182
2.618 133-127
1.618 132-217
1.000 132-075
0.618 131-307
HIGH 131-165
0.618 131-077
0.500 131-050
0.382 131-023
LOW 130-255
0.618 130-113
1.000 130-025
1.618 129-203
2.618 128-293
4.250 127-238
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 131-107 131-092
PP 131-078 131-048
S1 131-050 131-005

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These figures are updated between 7pm and 10pm EST after a trading day.

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