ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 128-185 127-295 -0-210 -0.5% 130-240
High 128-290 128-130 -0-160 -0.4% 131-045
Low 127-265 127-230 -0-035 -0.1% 128-030
Close 127-305 127-295 -0-010 0.0% 128-195
Range 1-025 0-220 -0-125 -36.2% 3-015
ATR 0-216 0-216 0-000 0.1% 0-000
Volume 1,193,063 1,136,167 -56,896 -4.8% 6,220,257
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-025 129-220 128-096
R3 129-125 129-000 128-036
R2 128-225 128-225 128-015
R1 128-100 128-100 127-315 128-085
PP 128-005 128-005 128-005 127-318
S1 127-200 127-200 127-275 127-185
S2 127-105 127-105 127-255
S3 126-205 126-300 127-234
S4 125-305 126-080 127-174
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
5 130-010 127-230 2-100 1.8% 0-305 0.7% 9% False True 1,358,987
10 131-135 127-230 3-225 2.9% 0-231 0.6% 5% False True 1,106,961
20 131-195 127-230 3-285 3.0% 0-208 0.5% 5% False True 949,609
40 132-050 127-230 4-140 3.5% 0-190 0.5% 5% False True 478,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131-105
2.618 130-066
1.618 129-166
1.000 129-030
0.618 128-266
HIGH 128-130
0.618 128-046
0.500 128-020
0.382 127-314
LOW 127-230
0.618 127-094
1.000 127-010
1.618 126-194
2.618 125-294
4.250 124-255
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 128-020 128-100
PP 128-005 128-058
S1 127-310 128-017

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

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