ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 117-087 117-175 0-088 0.2% 117-150
High 117-225 117-302 0-077 0.2% 117-315
Low 117-060 117-162 0-102 0.3% 116-200
Close 117-190 117-195 0-005 0.0% 117-190
Range 0-165 0-140 -0-025 -15.2% 1-115
ATR 0-212 0-206 -0-005 -2.4% 0-000
Volume 377,497 369,570 -7,927 -2.1% 2,476,859
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 119-000 118-237 117-272
R3 118-180 118-097 117-234
R2 118-040 118-040 117-221
R1 117-277 117-277 117-208 117-318
PP 117-220 117-220 117-220 117-240
S1 117-137 117-137 117-182 117-178
S2 117-080 117-080 117-169
S3 116-260 116-317 117-156
S4 116-120 116-177 117-118
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% 0-211 0.6% 72% False False 468,275
10 119-225 116-200 3-025 2.6% 0-246 0.7% 32% False False 519,869
20 120-060 116-200 3-180 3.0% 0-224 0.6% 28% False False 460,951
40 121-260 116-200 5-060 4.4% 0-177 0.5% 19% False False 234,054
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 0-052
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 119-257
2.618 119-029
1.618 118-209
1.000 118-122
0.618 118-069
HIGH 117-302
0.618 117-249
0.500 117-232
0.382 117-215
LOW 117-162
0.618 117-075
1.000 117-022
1.618 116-255
2.618 116-115
4.250 115-207
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 117-232 117-160
PP 117-220 117-126
S1 117-207 117-091

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.