ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	128-255	128-185	-0-070	-0.2%	130-240
High	128-285	128-290	0-005	0.0%	131-045
Low	128-030	127-265	-0-085	-0.2%	128-030
Close	128-195	127-305	-0-210	-0.5%	128-195
Range	0-255	1-025	0-090	35.3%	3-015
ATR	0-206	0-216	0-010	4.8%	0-000
Volume	1,242,026	1,193,063	-48,963	-3.9%	6,220,257

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-148	130-252	128-175
R3	130-123	129-227	128-080
R2	129-098	129-098	128-048
R1	128-202	128-202	128-017	128-138
PP	128-073	128-073	128-073	128-041
S1	127-177	127-177	127-273	127-112
S2	127-048	127-048	127-242
S3	126-023	126-152	127-210
S4	124-318	125-127	127-115

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-135	136-180	130-091
R3	135-120	133-165	129-143
R2	132-105	132-105	129-054
R1	130-150	130-150	128-284	129-280
PP	129-090	129-090	129-090	128-315
S1	127-135	127-135	128-106	126-265
S2	126-075	126-075	128-016
S3	123-060	124-120	127-247
S4	120-045	121-105	126-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-255	127-265	2-310	2.3%	0-315	0.8%	4%	False	True	1,369,139
10	131-165	127-265	3-220	2.9%	0-232	0.6%	3%	False	True	1,082,512
20	131-195	127-265	3-250	3.0%	0-204	0.5%	3%	False	True	893,439
40	132-050	127-265	4-105	3.4%	0-189	0.5%	3%	False	True	450,368

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-156
2.618	131-233
1.618	130-208
1.000	129-315
0.618	129-183
HIGH	128-290
0.618	128-158
0.500	128-118
0.382	128-077
LOW	127-265
0.618	127-052
1.000	126-240
1.618	126-027
2.618	125-002
4.250	123-079

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	128-118	128-135
PP	128-073	128-085
S1	128-029	128-035

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols