ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 119-282 119-235 -0-047 -0.1% 119-040
High 120-022 120-007 -0-015 0.0% 120-040
Low 119-202 119-175 -0-027 -0.1% 118-297
Close 119-247 119-292 0-045 0.1% 119-292
Range 0-140 0-152 0-012 8.6% 1-063
ATR 0-153 0-153 0-000 0.0% 0-000
Volume 446,151 363,442 -82,709 -18.5% 2,054,452
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 121-081 121-018 120-056
R3 120-249 120-186 120-014
R2 120-097 120-097 120-000
R1 120-034 120-034 119-306 120-066
PP 119-265 119-265 119-265 119-280
S1 119-202 119-202 119-278 119-234
S2 119-113 119-113 119-264
S3 118-281 119-050 119-250
S4 118-129 118-218 119-208
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-079 122-248 120-183
R3 122-016 121-185 120-077
R2 120-273 120-273 120-042
R1 120-122 120-122 120-007 120-198
PP 119-210 119-210 119-210 119-247
S1 119-059 119-059 119-257 119-134
S2 118-147 118-147 119-222
S3 117-084 117-316 119-187
S4 116-021 116-253 119-081
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% 0-160 0.4% 82% False False 410,890
10 120-067 118-297 1-090 1.1% 0-176 0.5% 77% False False 429,883
20 120-160 118-297 1-183 1.3% 0-170 0.4% 63% False False 354,012
40 120-160 117-240 2-240 2.3% 0-130 0.3% 79% False False 179,813
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-013
2.618 121-085
1.618 120-253
1.000 120-159
0.618 120-101
HIGH 120-007
0.618 119-269
0.500 119-251
0.382 119-233
LOW 119-175
0.618 119-081
1.000 119-023
1.618 118-249
2.618 118-097
4.250 117-169
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 119-278 119-284
PP 119-265 119-276
S1 119-251 119-268

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.