ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

ZNM12 began trading on 12/22/2011 and has 58 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 06/14/2012.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(-0.06)

Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 1.49x

ATR(14) %: 0.5%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	128-280	128-255	-0-025	-0.1%	130-240
High	129-005	128-285	-0-040	-0.1%	131-045
Low	128-070	128-030	-0-040	-0.1%	128-030
Close	128-270	128-195	-0-075	-0.2%	128-195
Range	0-255	0-255	0-000	0.0%	3-015
ATR(14)	0-202	0-205	0-004	1.9%	0-205
Volume	1,485,581	1,242,026	-243,555	-16.4%	6,220,257

Multi-Period Performance

1-Month (21d)

-2.1%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-1.2%

52-Week Range

52W Low: 128-030 (0.4%)

Position (13%)

52W High: 132-050 (2.7%)

Daily Pivots for day following 16-Mar-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	130-295	130-180	129-015
R3	130-040	129-245	128-265
R2	129-105	129-105	128-242
R1	128-310	128-310	128-218	128-240
PP	128-170	128-170	128-170	128-135
S1	128-055	128-055	128-172	127-305
S2	127-235	127-235	128-148
S3	126-300	127-120	128-125
S4	126-045	126-185	128-055

Weekly Pivots for week ending 16-Mar-2012

Level	Classic	Woodie	Camarilla	DeMark
R4	138-135	136-180	130-091
R3	135-120	133-165	129-143
R2	132-105	132-105	129-054
R1	130-150	130-150	128-284	129-280
PP	129-090	129-090	129-090	128-315
S1	127-135	127-135	128-106	126-265
S2	126-075	126-075	128-016
S3	123-060	124-120	127-247
S4	120-045	121-105	126-299

Fisher Pivots for day following 16-Mar-2012

Pivot	1 Day	3 Day
R1	128-182	129-020
PP	128-170	128-292
S1	128-157	128-243

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	132-089
2.618	130-313
1.618	130-058
1.000	129-220
0.618	129-123
HIGH	128-285
0.618	128-188
0.500	128-157
0.382	128-127
LOW	128-030
0.618	127-192
1.000	127-095
1.618	126-257
2.618	126-003
4.250	124-226

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	131-063
38.2%	130-193
50.0%	130-040
61.8%	129-207
78.6%	128-308

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	129-134	-0-259	-0.6%	Below
10-Day SMA	130-071	-1-196	-1.2%	Below
20-Day SMA	130-180	-1-305	-1.5%	Below
50-Day SMA	130-251	-2-056	-1.7%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 132-071

Middle: 130-180

Lower: 128-289

Bandwidth: 2.5%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

30.84

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.43

Signal: -0.15 · Hist: -0.29

Stochastic (14, 3)

Bullish

%K: 14.67

%D: 12.60

StochRSI (14)

Neutral

%K: 1.38

%D: 3.18

ADX (14) & Trend

Neutral

17.95

+DI: 12.69 · -DI: 39.89

CCI (20)

Overbought

-232.78

Range -100 to +100

Williams %R (14)

Neutral

-85.33

Range -100 to 0

Ultimate Oscillator

Neutral

37.66

Periods: 7, 14, 28

ROC (12)

Bullish

-1.79%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-1.16

Bull: -1.16 · Bear: -1.96

Crabel Price Patterns

Pattern	Signal / Value
NR	False
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	0-024
Narrowest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-045	128-030	3-015	2.4%	0-274	0.7%	17%	False	True	1,244,051
10	131-165	128-030	3-135	2.7%	0-211	0.5%	15%	False	True	1,036,961
20	131-195	128-030	3-165	2.7%	0-195	0.5%	15%	False	True	834,538
40	132-050	128-030	4-020	3.2%	0-183	0.4%	13%	False	True	420,544

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API