ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
128-215 |
128-315 |
0-100 |
0.2% |
128-185 |
| High |
129-095 |
129-060 |
-0-035 |
-0.1% |
129-095 |
| Low |
128-180 |
128-200 |
0-020 |
0.0% |
127-230 |
| Close |
129-015 |
129-020 |
0-005 |
0.0% |
129-015 |
| Range |
0-235 |
0-180 |
-0-055 |
-23.4% |
1-185 |
| ATR |
0-218 |
0-215 |
-0-003 |
-1.2% |
0-000 |
| Volume |
974,353 |
886,468 |
-87,885 |
-9.0% |
5,549,529 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-207 |
130-133 |
129-119 |
|
| R3 |
130-027 |
129-273 |
129-070 |
|
| R2 |
129-167 |
129-167 |
129-053 |
|
| R1 |
129-093 |
129-093 |
129-036 |
129-130 |
| PP |
128-307 |
128-307 |
128-307 |
129-005 |
| S1 |
128-233 |
128-233 |
129-004 |
128-270 |
| S2 |
128-127 |
128-127 |
128-307 |
|
| S3 |
127-267 |
128-053 |
128-290 |
|
| S4 |
127-087 |
127-193 |
128-241 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-135 |
132-260 |
129-293 |
|
| R3 |
131-270 |
131-075 |
129-154 |
|
| R2 |
130-085 |
130-085 |
129-108 |
|
| R1 |
129-210 |
129-210 |
129-061 |
129-308 |
| PP |
128-220 |
128-220 |
128-220 |
128-269 |
| S1 |
128-025 |
128-025 |
128-289 |
128-122 |
| S2 |
127-035 |
127-035 |
128-242 |
|
| S3 |
125-170 |
126-160 |
128-196 |
|
| S4 |
123-305 |
124-295 |
128-057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
127-230 |
1-185 |
1.2% |
0-215 |
0.5% |
85% |
False |
False |
1,048,586 |
| 10 |
130-255 |
127-230 |
3-025 |
2.4% |
0-265 |
0.6% |
44% |
False |
False |
1,208,862 |
| 20 |
131-195 |
127-230 |
3-285 |
3.0% |
0-218 |
0.5% |
35% |
False |
False |
1,071,091 |
| 40 |
132-050 |
127-230 |
4-140 |
3.4% |
0-191 |
0.5% |
30% |
False |
False |
581,301 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-168 |
0.4% |
30% |
False |
False |
387,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-185 |
|
2.618 |
130-211 |
|
1.618 |
130-031 |
|
1.000 |
129-240 |
|
0.618 |
129-171 |
|
HIGH |
129-060 |
|
0.618 |
128-311 |
|
0.500 |
128-290 |
|
0.382 |
128-269 |
|
LOW |
128-200 |
|
0.618 |
128-089 |
|
1.000 |
128-020 |
|
1.618 |
127-229 |
|
2.618 |
127-049 |
|
4.250 |
126-075 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-003 |
128-318 |
| PP |
128-307 |
128-295 |
| S1 |
128-290 |
128-272 |
|