ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
127-295 |
128-010 |
0-035 |
0.1% |
130-240 |
| High |
128-130 |
128-205 |
0-075 |
0.2% |
131-045 |
| Low |
127-230 |
127-265 |
0-035 |
0.1% |
128-030 |
| Close |
127-295 |
128-180 |
0-205 |
0.5% |
128-195 |
| Range |
0-220 |
0-260 |
0-040 |
18.2% |
3-015 |
| ATR |
0-216 |
0-219 |
0-003 |
1.5% |
0-000 |
| Volume |
1,136,167 |
1,134,782 |
-1,385 |
-0.1% |
6,220,257 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-250 |
130-155 |
129-003 |
|
| R3 |
129-310 |
129-215 |
128-252 |
|
| R2 |
129-050 |
129-050 |
128-228 |
|
| R1 |
128-275 |
128-275 |
128-204 |
129-002 |
| PP |
128-110 |
128-110 |
128-110 |
128-134 |
| S1 |
128-015 |
128-015 |
128-156 |
128-062 |
| S2 |
127-170 |
127-170 |
128-132 |
|
| S3 |
126-230 |
127-075 |
128-108 |
|
| S4 |
125-290 |
126-135 |
128-037 |
|
|
| 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 |
129-005 |
127-230 |
1-095 |
1.0% |
0-267 |
0.6% |
65% |
False |
False |
1,238,323 |
| 10 |
131-085 |
127-230 |
3-175 |
2.8% |
0-248 |
0.6% |
24% |
False |
False |
1,143,146 |
| 20 |
131-195 |
127-230 |
3-285 |
3.0% |
0-210 |
0.5% |
22% |
False |
False |
1,003,840 |
| 40 |
132-050 |
127-230 |
4-140 |
3.5% |
0-194 |
0.5% |
19% |
False |
False |
507,120 |
| 60 |
132-050 |
127-230 |
4-140 |
3.5% |
0-162 |
0.4% |
19% |
False |
False |
338,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-030 |
|
2.618 |
130-246 |
|
1.618 |
129-306 |
|
1.000 |
129-145 |
|
0.618 |
129-046 |
|
HIGH |
128-205 |
|
0.618 |
128-106 |
|
0.500 |
128-075 |
|
0.382 |
128-044 |
|
LOW |
127-265 |
|
0.618 |
127-104 |
|
1.000 |
127-005 |
|
1.618 |
126-164 |
|
2.618 |
125-224 |
|
4.250 |
124-120 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-145 |
128-153 |
| PP |
128-110 |
128-127 |
| S1 |
128-075 |
128-100 |
|