ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 119-140 119-210 0-070 0.2% 119-140
High 119-220 119-310 0-090 0.2% 119-290
Low 119-140 119-210 0-070 0.2% 119-040
Close 119-200 120-010 0-130 0.3% 119-200
Range 0-080 0-100 0-020 25.0% 0-250
ATR 0-089 0-091 0-001 1.7% 0-000
Volume 15,842 6,242 -9,600 -60.6% 41,196
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-263 120-237 120-065
R3 120-163 120-137 120-038
R2 120-063 120-063 120-028
R1 120-037 120-037 120-019 120-050
PP 119-283 119-283 119-283 119-290
S1 119-257 119-257 120-001 119-270
S2 119-183 119-183 119-312
S3 119-083 119-157 119-302
S4 118-303 119-057 119-275
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 121-287 121-173 120-018
R3 121-037 120-243 119-269
R2 120-107 120-107 119-246
R1 119-313 119-313 119-223 120-050
PP 119-177 119-177 119-177 119-205
S1 119-063 119-063 119-177 119-120
S2 118-247 118-247 119-154
S3 117-317 118-133 119-131
S4 117-067 117-203 119-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-310 119-040 0-270 0.7% 0-096 0.2% 107% True False 8,750
10 119-310 118-270 1-040 0.9% 0-074 0.2% 106% True False 5,037
20 119-310 117-240 2-070 1.8% 0-072 0.2% 103% True False 2,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-095
2.618 120-252
1.618 120-152
1.000 120-090
0.618 120-052
HIGH 119-310
0.618 119-272
0.500 119-260
0.382 119-248
LOW 119-210
0.618 119-148
1.000 119-110
1.618 119-048
2.618 118-268
4.250 118-105
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 119-307 119-295
PP 119-283 119-260
S1 119-260 119-225

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.