ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 129-285 129-140 -0-145 -0.3% 128-315
High 130-020 129-300 -0-040 -0.1% 130-020
Low 129-085 129-055 -0-030 -0.1% 128-200
Close 129-155 129-225 0-070 0.2% 129-155
Range 0-255 0-245 -0-010 -3.9% 1-140
ATR 0-213 0-216 0-002 1.1% 0-000
Volume 1,072,843 968,716 -104,127 -9.7% 4,973,777
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 131-288 131-182 130-040
R3 131-043 130-257 129-292
R2 130-118 130-118 129-270
R1 130-012 130-012 129-247 130-065
PP 129-193 129-193 129-193 129-220
S1 129-087 129-087 129-203 129-140
S2 128-268 128-268 129-180
S3 128-023 128-162 129-158
S4 127-098 127-237 129-090
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 133-225 133-010 130-088
R3 132-085 131-190 129-282
R2 130-265 130-265 129-239
R1 130-050 130-050 129-197 130-158
PP 129-125 129-125 129-125 129-179
S1 128-230 128-230 129-113 129-018
S2 127-305 127-305 129-071
S3 126-165 127-090 129-028
S4 125-025 125-270 128-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-020 128-300 1-040 0.9% 0-216 0.5% 68% False False 1,011,205
10 130-020 127-230 2-110 1.8% 0-216 0.5% 85% False False 1,029,895
20 131-165 127-230 3-255 2.9% 0-224 0.5% 52% False False 1,056,204
40 131-195 127-230 3-285 3.0% 0-199 0.5% 51% False False 707,052
60 132-050 127-230 4-140 3.4% 0-181 0.4% 45% False False 471,936
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-061
2.618 131-301
1.618 131-056
1.000 130-225
0.618 130-131
HIGH 129-300
0.618 129-206
0.500 129-178
0.382 129-149
LOW 129-055
0.618 128-224
1.000 128-130
1.618 127-299
2.618 127-054
4.250 125-294
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 129-209 129-216
PP 129-193 129-207
S1 129-178 129-198

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These figures are updated between 7pm and 10pm EST after a trading day.

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