ECBOT 10 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
129-195 |
129-170 |
-0-025 |
-0.1% |
128-185 |
| High |
129-270 |
129-310 |
0-040 |
0.1% |
129-095 |
| Low |
129-110 |
129-135 |
0-025 |
0.1% |
127-230 |
| Close |
129-185 |
129-290 |
0-105 |
0.3% |
129-015 |
| Range |
0-160 |
0-175 |
0-015 |
9.4% |
1-185 |
| ATR |
0-213 |
0-210 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,040,364 |
1,021,900 |
-18,464 |
-1.8% |
5,549,529 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-130 |
131-065 |
130-066 |
|
| R3 |
130-275 |
130-210 |
130-018 |
|
| R2 |
130-100 |
130-100 |
130-002 |
|
| R1 |
130-035 |
130-035 |
129-306 |
130-068 |
| PP |
129-245 |
129-245 |
129-245 |
129-261 |
| S1 |
129-180 |
129-180 |
129-274 |
129-212 |
| S2 |
129-070 |
129-070 |
129-258 |
|
| S3 |
128-215 |
129-005 |
129-242 |
|
| S4 |
128-040 |
128-150 |
129-194 |
|
|
| 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 |
129-310 |
128-180 |
1-130 |
1.1% |
0-199 |
0.5% |
96% |
True |
False |
975,057 |
| 10 |
129-310 |
127-230 |
2-080 |
1.7% |
0-226 |
0.5% |
97% |
True |
False |
1,069,248 |
| 20 |
131-165 |
127-230 |
3-255 |
2.9% |
0-217 |
0.5% |
58% |
False |
False |
1,032,848 |
| 40 |
132-050 |
127-230 |
4-140 |
3.4% |
0-197 |
0.5% |
49% |
False |
False |
656,316 |
| 60 |
132-050 |
127-230 |
4-140 |
3.4% |
0-174 |
0.4% |
49% |
False |
False |
437,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-094 |
|
2.618 |
131-128 |
|
1.618 |
130-273 |
|
1.000 |
130-165 |
|
0.618 |
130-098 |
|
HIGH |
129-310 |
|
0.618 |
129-243 |
|
0.500 |
129-222 |
|
0.382 |
129-202 |
|
LOW |
129-135 |
|
0.618 |
129-027 |
|
1.000 |
128-280 |
|
1.618 |
128-172 |
|
2.618 |
127-317 |
|
4.250 |
127-031 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
129-268 |
129-242 |
| PP |
129-245 |
129-193 |
| S1 |
129-222 |
129-145 |
|