ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 117-140 117-140 0-000 0.0% 116-200
High 117-150 117-150 0-000 0.0% 117-090
Low 117-010 117-050 0-040 0.1% 116-020
Close 117-080 117-100 0-020 0.1% 117-080
Range 0-140 0-100 -0-040 -28.6% 1-070
ATR 0-172 0-167 -0-005 -3.0% 0-000
Volume 667,101 398,913 -268,188 -40.2% 1,869,206
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-080 118-030 117-155
R3 117-300 117-250 117-128
R2 117-200 117-200 117-118
R1 117-150 117-150 117-109 117-125
PP 117-100 117-100 117-100 117-088
S1 117-050 117-050 117-091 117-025
S2 117-000 117-000 117-082
S3 116-220 116-270 117-072
S4 116-120 116-170 117-045
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 120-167 120-033 117-294
R3 119-097 118-283 117-187
R2 118-027 118-027 117-152
R1 117-213 117-213 117-116 117-280
PP 116-277 116-277 116-277 116-310
S1 116-143 116-143 117-044 116-210
S2 115-207 115-207 117-008
S3 114-137 115-073 116-293
S4 113-067 114-003 116-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 116-020 1-130 1.2% 0-172 0.5% 89% True False 500,345
10 117-220 116-020 1-200 1.4% 0-190 0.5% 77% False False 453,064
20 117-220 115-140 2-080 1.9% 0-172 0.5% 83% False False 239,131
40 117-220 113-190 4-030 3.5% 0-120 0.3% 91% False False 120,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 118-255
2.618 118-092
1.618 117-312
1.000 117-250
0.618 117-212
HIGH 117-150
0.618 117-112
0.500 117-100
0.382 117-088
LOW 117-050
0.618 116-308
1.000 116-270
1.618 116-208
2.618 116-108
4.250 115-265
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 117-100 117-057
PP 117-100 117-013
S1 117-100 116-290

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.