ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 121-202 121-227 0-025 0.1% 121-207
High 121-275 121-277 0-002 0.0% 121-252
Low 121-142 121-192 0-050 0.1% 121-060
Close 121-242 121-250 0-008 0.0% 121-105
Range 0-133 0-085 -0-048 -36.1% 0-192
ATR 0-122 0-119 -0-003 -2.2% 0-000
Volume 458,190 357,731 -100,459 -21.9% 1,817,349
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 122-175 122-137 121-297
R3 122-090 122-052 121-273
R2 122-005 122-005 121-266
R1 121-287 121-287 121-258 121-306
PP 121-240 121-240 121-240 121-249
S1 121-202 121-202 121-242 121-221
S2 121-155 121-155 121-234
S3 121-070 121-117 121-227
S4 120-305 121-032 121-203
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 123-075 122-282 121-211
R3 122-203 122-090 121-158
R2 122-011 122-011 121-140
R1 121-218 121-218 121-123 121-178
PP 121-139 121-139 121-139 121-119
S1 121-026 121-026 121-087 120-306
S2 120-267 120-267 121-070
S3 120-075 120-154 121-052
S4 119-203 119-282 120-319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-277 121-060 0-217 0.6% 0-124 0.3% 88% True False 431,659
10 121-277 121-060 0-217 0.6% 0-109 0.3% 88% True False 379,479
20 121-277 120-097 1-180 1.3% 0-110 0.3% 95% True False 391,602
40 121-277 118-297 2-300 2.4% 0-138 0.4% 97% True False 399,214
60 121-277 117-240 4-037 3.4% 0-125 0.3% 98% True False 270,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-318
2.618 122-180
1.618 122-095
1.000 122-042
0.618 122-010
HIGH 121-277
0.618 121-245
0.500 121-234
0.382 121-224
LOW 121-192
0.618 121-139
1.000 121-107
1.618 121-054
2.618 120-289
4.250 120-151
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 121-245 121-230
PP 121-240 121-209
S1 121-234 121-188

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.