ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 119-030 118-270 -0-080 -0.2% 122-235
High 119-275 119-185 -0-090 -0.2% 123-120
Low 118-205 118-170 -0-035 -0.1% 119-290
Close 118-290 119-070 0-100 0.3% 120-070
Range 1-070 1-015 -0-055 -14.1% 3-150
ATR 1-035 1-034 -0-001 -0.4% 0-000
Volume 1,180,160 1,096,757 -83,403 -7.1% 5,871,322
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 122-080 121-250 119-254
R3 121-065 120-235 119-162
R2 120-050 120-050 119-131
R1 119-220 119-220 119-101 119-295
PP 119-035 119-035 119-035 119-072
S1 118-205 118-205 119-039 118-280
S2 118-020 118-020 119-009
S3 117-005 117-190 118-298
S4 115-310 116-175 118-206
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 131-183 129-117 122-040
R3 128-033 125-287 121-055
R2 124-203 124-203 120-274
R1 122-137 122-137 120-172 121-255
PP 121-053 121-053 121-053 120-272
S1 118-307 118-307 119-288 118-105
S2 117-223 117-223 119-186
S3 114-073 115-157 119-085
S4 110-243 112-007 118-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-045 118-170 2-195 2.2% 1-109 1.1% 26% False True 1,062,506
10 123-150 118-170 4-300 4.1% 1-100 1.1% 14% False True 1,166,659
20 124-300 118-170 6-130 5.4% 1-034 0.9% 11% False True 842,102
40 127-080 118-170 8-230 7.3% 0-304 0.8% 8% False True 425,652
60 127-080 118-170 8-230 7.3% 0-257 0.7% 8% False True 284,183
80 127-080 118-170 8-230 7.3% 0-216 0.6% 8% False True 213,143
100 127-080 118-170 8-230 7.3% 0-175 0.5% 8% False True 170,515
120 127-080 118-170 8-230 7.3% 0-149 0.4% 8% False True 142,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-080
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-009
2.618 122-102
1.618 121-087
1.000 120-200
0.618 120-072
HIGH 119-185
0.618 119-057
0.500 119-018
0.382 118-298
LOW 118-170
0.618 117-283
1.000 117-155
1.618 116-268
2.618 115-253
4.250 114-026
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 119-052 119-205
PP 119-035 119-160
S1 119-018 119-115

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.