ECBOT 10 Year T-Note Future September 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 128-100 128-130 0-030 0.1% 127-280
High 128-100 128-140 0-040 0.1% 128-220
Low 128-080 128-130 0-050 0.1% 127-280
Close 128-080 128-140 0-060 0.1% 128-080
Range 0-020 0-010 -0-010 -50.0% 0-260
ATR 0-112 0-108 -0-004 -3.3% 0-000
Volume 826 3 -823 -99.6% 1,699
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 128-167 128-163 128-146
R3 128-157 128-153 128-143
R2 128-147 128-147 128-142
R1 128-143 128-143 128-141 128-145
PP 128-137 128-137 128-137 128-138
S1 128-133 128-133 128-139 128-135
S2 128-127 128-127 128-138
S3 128-117 128-123 128-137
S4 128-107 128-113 128-134
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 130-227 130-093 128-223
R3 129-287 129-153 128-152
R2 129-027 129-027 128-128
R1 128-213 128-213 128-104 128-280
PP 128-087 128-087 128-087 128-120
S1 127-273 127-273 128-056 128-020
S2 127-147 127-147 128-032
S3 126-207 127-013 128-008
S4 125-267 126-073 127-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-220 128-080 0-140 0.3% 0-018 0.0% 43% False False 340
10 128-220 126-270 1-270 1.4% 0-013 0.0% 86% False False 170
20 130-150 126-270 3-200 2.8% 0-006 0.0% 44% False False 85
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-182
2.618 128-166
1.618 128-156
1.000 128-150
0.618 128-146
HIGH 128-140
0.618 128-136
0.500 128-135
0.382 128-134
LOW 128-130
0.618 128-124
1.000 128-120
1.618 128-114
2.618 128-104
4.250 128-088
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 128-138 128-150
PP 128-137 128-147
S1 128-135 128-143

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

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