ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 125-075 125-275 0-200 0.5% 124-055
High 126-010 126-155 0-145 0.4% 126-025
Low 125-070 125-235 0-165 0.4% 124-010
Close 125-305 126-140 0-155 0.4% 125-070
Range 0-260 0-240 -0-020 -7.7% 2-015
ATR 0-255 0-254 -0-001 -0.4% 0-000
Volume 803,423 1,270,991 467,568 58.2% 5,745,138
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 128-150 128-065 126-272
R3 127-230 127-145 126-206
R2 126-310 126-310 126-184
R1 126-225 126-225 126-162 126-268
PP 126-070 126-070 126-070 126-091
S1 125-305 125-305 126-118 126-028
S2 125-150 125-150 126-096
S3 124-230 125-065 126-074
S4 123-310 124-145 126-008
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 131-080 130-090 126-110
R3 129-065 128-075 125-250
R2 127-050 127-050 125-190
R1 126-060 126-060 125-130 126-215
PP 125-035 125-035 125-035 125-112
S1 124-045 124-045 125-010 124-200
S2 123-020 123-020 124-270
S3 121-005 122-030 124-210
S4 118-310 120-015 124-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-155 125-050 1-105 1.1% 0-221 0.5% 96% True False 1,124,350
10 126-155 123-165 2-310 2.3% 0-238 0.6% 98% True False 1,161,165
20 126-155 122-300 3-175 2.8% 0-265 0.7% 99% True False 1,151,646
40 126-155 122-160 3-315 3.2% 0-249 0.6% 99% True False 654,134
60 126-155 120-170 5-305 4.7% 0-219 0.5% 99% True False 436,523
80 126-155 118-220 7-255 6.2% 0-187 0.5% 99% True False 327,424
100 126-155 116-070 10-085 8.1% 0-155 0.4% 100% True False 261,943
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 0-057
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-215
2.618 128-143
1.618 127-223
1.000 127-075
0.618 126-303
HIGH 126-155
0.618 126-063
0.500 126-035
0.382 126-007
LOW 125-235
0.618 125-087
1.000 124-315
1.618 124-167
2.618 123-247
4.250 122-175
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 126-105 126-074
PP 126-070 126-008
S1 126-035 125-262

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.