ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 117-232 117-230 -0-002 0.0% 117-037
High 118-007 117-295 -0-032 -0.1% 117-242
Low 117-175 116-312 -0-183 -0.5% 116-250
Close 117-220 117-005 -0-215 -0.6% 117-230
Range 0-152 0-303 0-151 99.3% 0-312
ATR 0-188 0-196 0-008 4.4% 0-000
Volume 464,984 550,072 85,088 18.3% 1,081,482
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 120-046 119-169 117-172
R3 119-063 118-186 117-088
R2 118-080 118-080 117-061
R1 117-203 117-203 117-033 117-150
PP 117-097 117-097 117-097 117-071
S1 116-220 116-220 116-297 116-167
S2 116-114 116-114 116-269
S3 115-131 115-237 116-242
S4 114-148 114-254 116-158
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 120-110 120-002 118-082
R3 119-118 119-010 117-316
R2 118-126 118-126 117-287
R1 118-018 118-018 117-259 118-072
PP 117-134 117-134 117-134 117-161
S1 117-026 117-026 117-201 117-080
S2 116-142 116-142 117-173
S3 115-150 116-034 117-144
S4 114-158 115-042 117-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-007 116-312 1-015 0.9% 0-186 0.5% 4% False True 342,946
10 118-007 116-250 1-077 1.1% 0-186 0.5% 19% False False 276,202
20 118-247 116-200 2-047 1.8% 0-205 0.5% 18% False False 381,695
40 121-130 116-200 4-250 4.1% 0-205 0.5% 8% False False 310,739
60 121-260 116-200 5-060 4.4% 0-152 0.4% 8% False False 207,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 121-303
2.618 120-128
1.618 119-145
1.000 118-278
0.618 118-162
HIGH 117-295
0.618 117-179
0.500 117-144
0.382 117-108
LOW 116-312
0.618 116-125
1.000 116-009
1.618 115-142
2.618 114-159
4.250 112-304
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 117-144 117-160
PP 117-097 117-108
S1 117-051 117-056

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.