ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 119-130 119-160 0-030 0.1% 121-150
High 119-250 119-170 -0-080 -0.2% 121-150
Low 119-120 119-050 -0-070 -0.2% 120-010
Close 119-200 119-160 -0-040 -0.1% 120-030
Range 0-130 0-120 -0-010 -7.7% 1-140
ATR 0-132 0-134 0-001 0.9% 0-000
Volume 15,404 26,864 11,460 74.4% 21,336
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 120-167 120-123 119-226
R3 120-047 120-003 119-193
R2 119-247 119-247 119-182
R1 119-203 119-203 119-171 119-220
PP 119-127 119-127 119-127 119-135
S1 119-083 119-083 119-149 119-100
S2 119-007 119-007 119-138
S3 118-207 118-283 119-127
S4 118-087 118-163 119-094
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 124-270 123-290 120-283
R3 123-130 122-150 120-156
R2 121-310 121-310 120-114
R1 121-010 121-010 120-072 120-250
PP 120-170 120-170 120-170 120-130
S1 119-190 119-190 119-308 119-110
S2 119-030 119-030 119-266
S3 117-210 118-050 119-224
S4 116-070 116-230 119-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-260 119-040 1-220 1.4% 0-190 0.5% 22% False False 13,801
10 121-210 119-040 2-170 2.1% 0-181 0.5% 15% False False 9,594
20 121-260 119-040 2-220 2.2% 0-125 0.3% 14% False False 5,178
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 0-020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-040
2.618 120-164
1.618 120-044
1.000 119-290
0.618 119-244
HIGH 119-170
0.618 119-124
0.500 119-110
0.382 119-096
LOW 119-050
0.618 118-296
1.000 118-250
1.618 118-176
2.618 118-056
4.250 117-180
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 119-143 119-155
PP 119-127 119-150
S1 119-110 119-145

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.