ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 114-290 115-120 0-150 0.4% 115-130
High 115-130 115-180 0-050 0.1% 115-200
Low 114-270 115-080 0-130 0.4% 114-200
Close 115-110 115-110 0-000 0.0% 114-260
Range 0-180 0-100 -0-080 -44.4% 1-000
ATR 0-090 0-090 0-001 0.8% 0-000
Volume 120,638 338,930 218,292 180.9% 72,844
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 116-103 116-047 115-165
R3 116-003 115-267 115-138
R2 115-223 115-223 115-128
R1 115-167 115-167 115-119 115-145
PP 115-123 115-123 115-123 115-112
S1 115-067 115-067 115-101 115-045
S2 115-023 115-023 115-092
S3 114-243 114-287 115-082
S4 114-143 114-187 115-055
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 118-007 117-133 115-116
R3 117-007 116-133 115-028
R2 116-007 116-007 114-319
R1 115-133 115-133 114-289 115-070
PP 115-007 115-007 115-007 114-295
S1 114-133 114-133 114-231 114-070
S2 114-007 114-007 114-201
S3 113-007 113-133 114-172
S4 112-007 112-133 114-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-180 114-200 0-300 0.8% 0-122 0.3% 77% True False 115,885
10 115-200 114-200 1-000 0.9% 0-101 0.3% 72% False False 60,296
20 115-260 114-200 1-060 1.0% 0-074 0.2% 61% False False 30,778
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-285
2.618 116-122
1.618 116-022
1.000 115-280
0.618 115-242
HIGH 115-180
0.618 115-142
0.500 115-130
0.382 115-118
LOW 115-080
0.618 115-018
1.000 114-300
1.618 114-238
2.618 114-138
4.250 113-295
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 115-130 115-092
PP 115-123 115-073
S1 115-117 115-055

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.