ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 117-302 117-015 -0-287 -0.8% 119-055
High 117-315 117-147 -0-168 -0.4% 119-232
Low 117-000 116-240 -0-080 -0.2% 117-117
Close 117-055 116-300 -0-075 -0.2% 117-182
Range 0-315 0-227 -0-088 -27.9% 2-115
ATR 0-212 0-213 0-001 0.5% 0-000
Volume 581,537 502,420 -79,117 -13.6% 2,733,031
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-057 118-245 117-105
R3 118-150 118-018 117-042
R2 117-243 117-243 117-022
R1 117-111 117-111 117-001 117-064
PP 117-016 117-016 117-016 116-312
S1 116-204 116-204 116-279 116-156
S2 116-109 116-109 116-258
S3 115-202 115-297 116-238
S4 114-295 115-070 116-175
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 125-095 123-254 118-277
R3 122-300 121-139 118-070
R2 120-185 120-185 118-000
R1 119-024 119-024 117-251 118-207
PP 118-070 118-070 118-070 118-002
S1 116-229 116-229 117-113 116-092
S2 115-275 115-275 117-044
S3 113-160 114-114 116-294
S4 111-045 111-319 116-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-065 116-240 1-145 1.2% 0-250 0.7% 13% False True 511,060
10 119-232 116-240 2-312 2.5% 0-262 0.7% 6% False True 570,134
20 120-060 116-240 3-140 2.9% 0-215 0.6% 5% False True 402,177
40 121-260 116-240 5-020 4.3% 0-164 0.4% 4% False True 202,622
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 0-056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-152
2.618 119-101
1.618 118-194
1.000 118-054
0.618 117-287
HIGH 117-147
0.618 117-060
0.500 117-034
0.382 117-007
LOW 116-240
0.618 116-100
1.000 116-013
1.618 115-193
2.618 114-286
4.250 113-235
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 117-034 117-118
PP 117-016 117-072
S1 116-318 117-026

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.