ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 119-277 119-282 0-005 0.0% 119-190
High 120-040 120-022 -0-018 0.0% 120-067
Low 119-237 119-202 -0-035 -0.1% 119-005
Close 119-282 119-247 -0-035 -0.1% 119-045
Range 0-123 0-140 0-017 13.8% 1-062
ATR 0-154 0-153 -0-001 -0.6% 0-000
Volume 474,176 446,151 -28,025 -5.9% 1,805,221
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-044 120-285 120-004
R3 120-224 120-145 119-286
R2 120-084 120-084 119-273
R1 120-005 120-005 119-260 119-294
PP 119-264 119-264 119-264 119-248
S1 119-185 119-185 119-234 119-154
S2 119-124 119-124 119-221
S3 118-304 119-045 119-208
S4 118-164 118-225 119-170
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
5 120-040 118-297 1-063 1.0% 0-152 0.4% 70% False False 415,619
10 120-067 118-297 1-090 1.1% 0-169 0.4% 66% False False 444,573
20 120-160 118-297 1-183 1.3% 0-172 0.4% 54% False False 336,792
40 120-160 117-240 2-240 2.3% 0-126 0.3% 74% False False 170,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
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
4.250 121-297
2.618 121-069
1.618 120-249
1.000 120-162
0.618 120-109
HIGH 120-022
0.618 119-289
0.500 119-272
0.382 119-255
LOW 119-202
0.618 119-115
1.000 119-062
1.618 118-295
2.618 118-155
4.250 117-247
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 119-272 119-252
PP 119-264 119-251
S1 119-255 119-249

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.