ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
129-010 |
129-195 |
0-185 |
0.4% |
128-185 |
| High |
129-225 |
129-270 |
0-045 |
0.1% |
129-095 |
| Low |
128-300 |
129-110 |
0-130 |
0.3% |
127-230 |
| Close |
129-190 |
129-185 |
-0-005 |
0.0% |
129-015 |
| Range |
0-245 |
0-160 |
-0-085 |
-34.7% |
1-185 |
| ATR |
0-217 |
0-213 |
-0-004 |
-1.9% |
0-000 |
| Volume |
952,202 |
1,040,364 |
88,162 |
9.3% |
5,549,529 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-028 |
130-267 |
129-273 |
|
| R3 |
130-188 |
130-107 |
129-229 |
|
| R2 |
130-028 |
130-028 |
129-214 |
|
| R1 |
129-267 |
129-267 |
129-200 |
129-228 |
| PP |
129-188 |
129-188 |
129-188 |
129-169 |
| S1 |
129-107 |
129-107 |
129-170 |
129-068 |
| S2 |
129-028 |
129-028 |
129-156 |
|
| S3 |
128-188 |
128-267 |
129-141 |
|
| S4 |
128-028 |
128-107 |
129-097 |
|
|
| 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 |
129-270 |
128-130 |
1-140 |
1.1% |
0-200 |
0.5% |
82% |
True |
False |
992,910 |
| 10 |
129-270 |
127-230 |
2-040 |
1.6% |
0-234 |
0.6% |
88% |
True |
False |
1,115,617 |
| 20 |
131-165 |
127-230 |
3-255 |
2.9% |
0-219 |
0.5% |
49% |
False |
False |
1,043,029 |
| 40 |
132-050 |
127-230 |
4-140 |
3.4% |
0-194 |
0.5% |
42% |
False |
False |
630,874 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-173 |
0.4% |
42% |
False |
False |
420,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-310 |
|
2.618 |
131-049 |
|
1.618 |
130-209 |
|
1.000 |
130-110 |
|
0.618 |
130-049 |
|
HIGH |
129-270 |
|
0.618 |
129-209 |
|
0.500 |
129-190 |
|
0.382 |
129-171 |
|
LOW |
129-110 |
|
0.618 |
129-011 |
|
1.000 |
128-270 |
|
1.618 |
128-171 |
|
2.618 |
128-011 |
|
4.250 |
127-070 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-190 |
129-148 |
| PP |
129-188 |
129-112 |
| S1 |
129-187 |
129-075 |
|