ECBOT 5 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 117-015 116-272 -0-063 -0.2% 119-055
High 117-147 117-087 -0-060 -0.2% 119-232
Low 116-240 116-200 -0-040 -0.1% 117-117
Close 116-300 117-025 0-045 0.1% 117-182
Range 0-227 0-207 -0-020 -8.8% 2-115
ATR 0-213 0-212 0-000 -0.2% 0-000
Volume 502,420 510,352 7,932 1.6% 2,733,031
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 118-298 118-209 117-139
R3 118-091 118-002 117-082
R2 117-204 117-204 117-063
R1 117-115 117-115 117-044 117-160
PP 116-317 116-317 116-317 117-020
S1 116-228 116-228 117-006 116-272
S2 116-110 116-110 116-307
S3 115-223 116-021 116-288
S4 115-016 115-134 116-231
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
5 118-017 116-200 1-137 1.2% 0-261 0.7% 32% False True 495,245
10 119-232 116-200 3-032 2.6% 0-267 0.7% 15% False True 543,151
20 120-060 116-200 3-180 3.0% 0-219 0.6% 13% False True 426,924
40 121-260 116-200 5-060 4.4% 0-169 0.5% 9% False True 215,381
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 0-058
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-007
2.618 118-309
1.618 118-102
1.000 117-294
0.618 117-215
HIGH 117-087
0.618 117-008
0.500 116-304
0.382 116-279
LOW 116-200
0.618 116-072
1.000 115-313
1.618 115-185
2.618 114-298
4.250 113-280
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 117-011 117-098
PP 116-317 117-073
S1 116-304 117-049

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.