ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 117-232 117-262 0-030 0.1% 116-317
High 117-292 118-012 0-040 0.1% 117-265
Low 117-217 117-165 -0-052 -0.1% 116-307
Close 117-280 117-310 0-030 0.1% 117-215
Range 0-075 0-167 0-092 122.7% 0-278
ATR 0-149 0-150 0-001 0.9% 0-000
Volume 206,972 131,837 -75,135 -36.3% 2,636,575
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-130 119-067 118-082
R3 118-283 118-220 118-036
R2 118-116 118-116 118-021
R1 118-053 118-053 118-005 118-084
PP 117-269 117-269 117-269 117-285
S1 117-206 117-206 117-295 117-238
S2 117-102 117-102 117-279
S3 116-255 117-039 117-264
S4 116-088 116-192 117-218
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 120-030 119-240 118-048
R3 119-072 118-282 117-291
R2 118-114 118-114 117-266
R1 118-004 118-004 117-240 118-059
PP 117-156 117-156 117-156 117-183
S1 117-046 117-046 117-190 117-101
S2 116-198 116-198 117-164
S3 115-240 116-088 117-139
S4 114-282 115-130 117-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-012 117-130 0-202 0.5% 0-114 0.3% 89% True False 595,076
10 118-012 116-067 1-265 1.5% 0-138 0.4% 96% True False 543,857
20 118-155 116-060 2-095 1.9% 0-153 0.4% 78% False False 587,842
40 118-240 116-060 2-180 2.2% 0-160 0.4% 70% False False 548,132
60 119-232 116-060 3-172 3.0% 0-179 0.5% 50% False False 497,718
80 121-260 116-060 5-200 4.8% 0-178 0.5% 32% False False 413,011
100 121-260 116-060 5-200 4.8% 0-149 0.4% 32% False False 330,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-082
2.618 119-129
1.618 118-282
1.000 118-179
0.618 118-115
HIGH 118-012
0.618 117-268
0.500 117-248
0.382 117-229
LOW 117-165
0.618 117-062
1.000 116-318
1.618 116-215
2.618 116-048
4.250 115-095
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 117-290 117-286
PP 117-269 117-262
S1 117-248 117-238

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.