ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 116-272 117-087 0-135 0.4% 117-150
High 117-087 117-225 0-138 0.4% 117-315
Low 116-200 117-060 0-180 0.5% 116-200
Close 117-025 117-190 0-165 0.4% 117-190
Range 0-207 0-165 -0-042 -20.3% 1-115
ATR 0-212 0-212 -0-001 -0.4% 0-000
Volume 510,352 377,497 -132,855 -26.0% 2,476,859
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-013 118-267 117-281
R3 118-168 118-102 117-235
R2 118-003 118-003 117-220
R1 117-257 117-257 117-205 117-290
PP 117-158 117-158 117-158 117-175
S1 117-092 117-092 117-175 117-125
S2 116-313 116-313 117-160
S3 116-148 116-247 117-145
S4 115-303 116-082 117-099
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 121-153 120-287 118-109
R3 120-038 119-172 117-310
R2 118-243 118-243 117-270
R1 118-057 118-057 117-230 118-150
PP 117-128 117-128 117-128 117-175
S1 116-262 116-262 117-150 117-035
S2 116-013 116-013 117-110
S3 114-218 115-147 117-070
S4 113-103 114-032 116-271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-315 116-200 1-115 1.2% 0-250 0.7% 71% False False 495,371
10 119-232 116-200 3-032 2.6% 0-250 0.7% 31% False False 520,989
20 120-060 116-200 3-180 3.0% 0-222 0.6% 27% False False 444,456
40 121-260 116-200 5-060 4.4% 0-173 0.5% 19% False False 224,817
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 0-050
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-286
2.618 119-017
1.618 118-172
1.000 118-070
0.618 118-007
HIGH 117-225
0.618 117-162
0.500 117-142
0.382 117-123
LOW 117-060
0.618 116-278
1.000 116-215
1.618 116-113
2.618 115-268
4.250 114-319
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 117-174 117-144
PP 117-158 117-098
S1 117-142 117-052

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.