ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 131-125 131-190 0-065 0.2% 131-175
High 131-245 131-235 -0-010 0.0% 131-260
Low 131-065 130-265 -0-120 -0.3% 130-180
Close 131-185 130-315 -0-190 -0.5% 131-125
Range 0-180 0-290 0-110 61.1% 1-080
ATR 0-196 0-203 0-007 3.4% 0-000
Volume 981,024 1,092,746 111,722 11.4% 4,898,519
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 133-288 133-112 131-154
R3 132-318 132-142 131-075
R2 132-028 132-028 131-048
R1 131-172 131-172 131-022 131-115
PP 131-058 131-058 131-058 131-030
S1 130-202 130-202 130-288 130-145
S2 130-088 130-088 130-262
S3 129-118 129-232 130-235
S4 128-148 128-262 130-156
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 135-002 134-143 132-025
R3 133-242 133-063 131-235
R2 132-162 132-162 131-198
R1 131-303 131-303 131-162 131-192
PP 131-082 131-082 131-082 131-026
S1 130-223 130-223 131-088 130-112
S2 130-002 130-002 131-052
S3 128-242 129-143 131-015
S4 127-162 128-063 130-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-245 130-265 0-300 0.7% 0-200 0.5% 17% False True 970,427
10 132-105 130-180 1-245 1.3% 0-202 0.5% 24% False False 1,006,941
20 132-110 129-260 2-170 1.9% 0-203 0.5% 46% False False 1,037,932
40 132-110 129-250 2-180 2.0% 0-196 0.5% 47% False False 845,107
60 132-110 128-200 3-230 2.8% 0-208 0.5% 63% False False 791,239
80 132-110 126-070 6-040 4.7% 0-216 0.5% 78% False False 594,704
100 132-110 126-070 6-040 4.7% 0-203 0.5% 78% False False 475,955
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 0-048
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135-188
2.618 134-034
1.618 133-064
1.000 132-205
0.618 132-094
HIGH 131-235
0.618 131-124
0.500 131-090
0.382 131-056
LOW 130-265
0.618 130-086
1.000 129-295
1.618 129-116
2.618 128-146
4.250 126-312
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 131-090 131-095
PP 131-058 131-062
S1 131-027 131-028

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

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