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

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

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