ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 119-070 119-260 0-190 0.5% 120-010
High 119-270 120-060 0-110 0.3% 120-040
Low 119-060 119-250 0-190 0.5% 119-040
Close 119-250 120-010 0-080 0.2% 119-120
Range 0-210 0-130 -0-080 -38.1% 1-000
ATR 0-136 0-136 0-000 -0.3% 0-000
Volume 48,224 132,379 84,155 174.5% 108,341
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 121-070 121-010 120-082
R3 120-260 120-200 120-046
R2 120-130 120-130 120-034
R1 120-070 120-070 120-022 120-100
PP 120-000 120-000 120-000 120-015
S1 119-260 119-260 119-318 119-290
S2 119-190 119-190 119-306
S3 119-060 119-130 119-294
S4 118-250 119-000 119-258
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 122-173 121-307 119-296
R3 121-173 120-307 119-208
R2 120-173 120-173 119-179
R1 119-307 119-307 119-149 119-240
PP 119-173 119-173 119-173 119-140
S1 118-307 118-307 119-091 118-240
S2 118-173 118-173 119-061
S3 117-173 117-307 119-032
S4 116-173 116-307 118-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-060 119-050 1-010 0.9% 0-136 0.4% 85% True False 52,508
10 121-010 119-040 1-290 1.6% 0-177 0.5% 48% False False 30,271
20 121-260 119-040 2-220 2.2% 0-134 0.3% 34% False False 16,156
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-292
2.618 121-080
1.618 120-270
1.000 120-190
0.618 120-140
HIGH 120-060
0.618 120-010
0.500 119-315
0.382 119-300
LOW 119-250
0.618 119-170
1.000 119-120
1.618 119-040
2.618 118-230
4.250 118-018
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 120-005 119-293
PP 120-000 119-257
S1 119-315 119-220

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.