ECBOT 10 Year T-Note Future September 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 128-100 128-170 0-070 0.2% 127-000
High 128-100 128-180 0-080 0.2% 127-280
Low 128-100 128-120 0-020 0.0% 126-270
Close 128-100 128-120 0-020 0.0% 127-280
Range 0-000 0-060 0-060 1-010
ATR 0-113 0-110 -0-002 -2.1% 0-000
Volume 1 45 44 4,400.0% 5
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 129-000 128-280 128-153
R3 128-260 128-220 128-136
R2 128-200 128-200 128-131
R1 128-160 128-160 128-126 128-150
PP 128-140 128-140 128-140 128-135
S1 128-100 128-100 128-114 128-090
S2 128-080 128-080 128-109
S3 128-020 128-040 128-104
S4 127-280 127-300 128-087
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-200 130-090 128-142
R3 129-190 129-080 128-051
R2 128-180 128-180 128-020
R1 128-070 128-070 127-310 128-125
PP 127-170 127-170 127-170 127-198
S1 127-060 127-060 127-250 127-115
S2 126-160 126-160 127-220
S3 125-150 126-050 127-189
S4 124-140 125-040 127-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-180 127-180 1-000 0.8% 0-020 0.0% 81% True False 9
10 128-180 126-270 1-230 1.3% 0-010 0.0% 89% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 129-115
2.618 129-017
1.618 128-277
1.000 128-240
0.618 128-217
HIGH 128-180
0.618 128-157
0.500 128-150
0.382 128-143
LOW 128-120
0.618 128-083
1.000 128-060
1.618 128-023
2.618 127-283
4.250 127-185
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 128-150 128-103
PP 128-140 128-087
S1 128-130 128-070

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

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