ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 120-015 119-255 -0-080 -0.2% 118-150
High 120-090 120-115 0-025 0.1% 119-075
Low 119-240 119-250 0-010 0.0% 118-070
Close 119-260 120-015 0-075 0.2% 119-020
Range 0-170 0-185 0-015 8.8% 1-005
ATR 0-252 0-247 -0-005 -1.9% 0-000
Volume 1,632,340 1,868,295 235,955 14.5% 5,287,771
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-255 121-160 120-117
R3 121-070 120-295 120-066
R2 120-205 120-205 120-049
R1 120-110 120-110 120-032 120-158
PP 120-020 120-020 120-020 120-044
S1 119-245 119-245 119-318 119-292
S2 119-155 119-155 119-301
S3 118-290 119-060 119-284
S4 118-105 118-195 119-233
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 121-283 121-157 119-199
R3 120-278 120-152 119-109
R2 119-273 119-273 119-080
R1 119-147 119-147 119-050 119-210
PP 118-268 118-268 118-268 118-300
S1 118-142 118-142 118-310 118-205
S2 117-263 117-263 118-280
S3 116-258 117-137 118-251
S4 115-253 116-132 118-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-115 118-160 1-275 1.5% 0-224 0.6% 83% True False 1,110,982
10 120-115 118-005 2-110 2.0% 0-210 0.5% 87% True False 1,123,209
20 121-145 117-220 3-245 3.1% 0-252 0.7% 63% False False 1,167,271
40 121-155 117-220 3-255 3.2% 0-260 0.7% 62% False False 1,060,033
60 124-180 117-220 6-280 5.7% 0-293 0.8% 34% False False 1,019,195
80 127-080 117-220 9-180 8.0% 0-291 0.8% 25% False False 788,415
100 127-080 117-220 9-180 8.0% 0-267 0.7% 25% False False 631,142
120 127-080 117-220 9-180 8.0% 0-246 0.6% 25% False False 525,975
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-261
2.618 121-279
1.618 121-094
1.000 120-300
0.618 120-229
HIGH 120-115
0.618 120-044
0.500 120-022
0.382 120-001
LOW 119-250
0.618 119-136
1.000 119-065
1.618 118-271
2.618 118-086
4.250 117-104
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 120-022 119-296
PP 120-020 119-257
S1 120-018 119-218

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.