ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
128-010 |
128-170 |
0-160 |
0.4% |
130-240 |
| High |
128-205 |
128-310 |
0-105 |
0.3% |
131-045 |
| Low |
127-265 |
128-130 |
0-185 |
0.5% |
128-030 |
| Close |
128-180 |
128-235 |
0-055 |
0.1% |
128-195 |
| Range |
0-260 |
0-180 |
-0-080 |
-30.8% |
3-015 |
| ATR |
0-219 |
0-216 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,134,782 |
1,111,164 |
-23,618 |
-2.1% |
6,220,257 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-125 |
130-040 |
129-014 |
|
| R3 |
129-265 |
129-180 |
128-284 |
|
| R2 |
129-085 |
129-085 |
128-268 |
|
| R1 |
129-000 |
129-000 |
128-252 |
129-042 |
| PP |
128-225 |
128-225 |
128-225 |
128-246 |
| S1 |
128-140 |
128-140 |
128-218 |
128-182 |
| S2 |
128-045 |
128-045 |
128-202 |
|
| S3 |
127-185 |
127-280 |
128-186 |
|
| S4 |
127-005 |
127-100 |
128-136 |
|
|
| 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 |
128-310 |
127-230 |
1-080 |
1.0% |
0-252 |
0.6% |
81% |
True |
False |
1,163,440 |
| 10 |
131-045 |
127-230 |
3-135 |
2.7% |
0-252 |
0.6% |
30% |
False |
False |
1,176,385 |
| 20 |
131-195 |
127-230 |
3-285 |
3.0% |
0-210 |
0.5% |
26% |
False |
False |
1,054,199 |
| 40 |
132-050 |
127-230 |
4-140 |
3.4% |
0-188 |
0.5% |
23% |
False |
False |
534,861 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-166 |
0.4% |
23% |
False |
False |
356,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-115 |
|
2.618 |
130-141 |
|
1.618 |
129-281 |
|
1.000 |
129-170 |
|
0.618 |
129-101 |
|
HIGH |
128-310 |
|
0.618 |
128-241 |
|
0.500 |
128-220 |
|
0.382 |
128-199 |
|
LOW |
128-130 |
|
0.618 |
128-019 |
|
1.000 |
127-270 |
|
1.618 |
127-159 |
|
2.618 |
126-299 |
|
4.250 |
126-005 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
128-230 |
128-193 |
| PP |
128-225 |
128-152 |
| S1 |
128-220 |
128-110 |
|