ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 116-210 117-000 0-110 0.3% 117-140
High 117-050 117-032 -0-018 0.0% 117-150
Low 116-210 116-210 0-000 0.0% 116-200
Close 117-050 116-317 -0-053 -0.1% 117-050
Range 0-160 0-142 -0-018 -11.3% 0-270
ATR 0-166 0-166 0-000 -0.3% 0-000
Volume 495,549 429,725 -65,824 -13.3% 2,373,270
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-079 118-020 117-075
R3 117-257 117-198 117-036
R2 117-115 117-115 117-023
R1 117-056 117-056 117-010 117-014
PP 116-293 116-293 116-293 116-272
S1 116-234 116-234 116-304 116-192
S2 116-151 116-151 116-291
S3 116-009 116-092 116-278
S4 115-187 115-270 116-239
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-197 119-073 117-198
R3 118-247 118-123 117-124
R2 117-297 117-297 117-100
R1 117-173 117-173 117-075 117-100
PP 117-027 117-027 117-027 116-310
S1 116-223 116-223 117-025 116-150
S2 116-077 116-077 117-000
S3 115-127 115-273 116-296
S4 114-177 115-003 116-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-150 116-200 0-270 0.7% 0-144 0.4% 43% False False 427,178
10 117-150 116-020 1-130 1.2% 0-166 0.4% 66% False False 467,220
20 117-220 115-310 1-230 1.5% 0-180 0.5% 59% False False 322,829
40 117-220 113-240 3-300 3.4% 0-132 0.4% 82% False False 163,591
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-316
2.618 118-084
1.618 117-262
1.000 117-174
0.618 117-120
HIGH 117-032
0.618 116-298
0.500 116-281
0.382 116-264
LOW 116-210
0.618 116-122
1.000 116-068
1.618 115-300
2.618 115-158
4.250 114-246
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 116-305 116-316
PP 116-293 116-316
S1 116-281 116-315

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.