ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 115-040 115-127 0-087 0.2% 114-285
High 115-172 115-262 0-090 0.2% 115-262
Low 115-030 115-125 0-095 0.3% 114-265
Close 115-137 115-235 0-098 0.3% 115-235
Range 0-142 0-137 -0-005 -3.5% 0-317
ATR 0-149 0-148 -0-001 -0.6% 0-000
Volume 365,944 387,831 21,887 6.0% 1,813,006
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 116-298 116-244 115-310
R3 116-161 116-107 115-273
R2 116-024 116-024 115-260
R1 115-290 115-290 115-248 115-317
PP 115-207 115-207 115-207 115-221
S1 115-153 115-153 115-222 115-180
S2 115-070 115-070 115-210
S3 114-253 115-016 115-197
S4 114-116 114-199 115-160
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 118-138 118-024 116-089
R3 117-141 117-027 116-002
R2 116-144 116-144 115-293
R1 116-030 116-030 115-264 116-087
PP 115-147 115-147 115-147 115-176
S1 115-033 115-033 115-206 115-090
S2 114-150 114-150 115-177
S3 113-153 114-036 115-148
S4 112-156 113-039 115-061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-262 114-265 0-317 0.9% 0-128 0.3% 91% True False 362,601
10 115-262 114-020 1-242 1.5% 0-136 0.4% 95% True False 350,440
20 116-227 113-317 2-230 2.3% 0-141 0.4% 64% False False 333,824
40 117-170 113-317 3-173 3.1% 0-138 0.4% 49% False False 287,237
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-204
2.618 116-301
1.618 116-164
1.000 116-079
0.618 116-027
HIGH 115-262
0.618 115-210
0.500 115-194
0.382 115-177
LOW 115-125
0.618 115-040
1.000 114-308
1.618 114-223
2.618 114-086
4.250 113-183
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 115-221 115-204
PP 115-207 115-174
S1 115-194 115-144

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.