ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 119-065 119-040 -0-025 -0.1% 119-190
High 119-115 119-192 0-077 0.2% 120-067
Low 119-005 118-297 -0-028 -0.1% 119-005
Close 119-045 119-175 0-130 0.3% 119-045
Range 0-110 0-215 0-105 95.5% 1-062
ATR 0-150 0-155 0-005 3.1% 0-000
Volume 387,086 323,665 -63,421 -16.4% 1,805,221
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-120 121-042 119-293
R3 120-225 120-147 119-234
R2 120-010 120-010 119-214
R1 119-252 119-252 119-195 119-291
PP 119-115 119-115 119-115 119-134
S1 119-037 119-037 119-155 119-076
S2 118-220 118-220 119-136
S3 118-005 118-142 119-116
S4 117-110 117-247 119-057
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-012 122-090 119-255
R3 121-270 121-028 119-150
R2 120-208 120-208 119-115
R1 119-286 119-286 119-080 119-216
PP 119-146 119-146 119-146 119-110
S1 118-224 118-224 119-010 118-154
S2 118-084 118-084 118-295
S3 117-022 117-162 118-260
S4 115-280 116-100 118-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-067 118-297 1-090 1.1% 0-185 0.5% 48% False True 425,777
10 120-120 118-297 1-143 1.2% 0-184 0.5% 43% False True 438,200
20 120-160 118-297 1-183 1.3% 0-163 0.4% 39% False True 270,587
40 120-160 117-240 2-240 2.3% 0-116 0.3% 65% False False 136,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-146
2.618 121-115
1.618 120-220
1.000 120-087
0.618 120-005
HIGH 119-192
0.618 119-110
0.500 119-084
0.382 119-059
LOW 118-297
0.618 118-164
1.000 118-082
1.618 117-269
2.618 117-054
4.250 116-023
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 119-145 119-162
PP 119-115 119-150
S1 119-084 119-137

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.