ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 116-212 116-192 -0-020 -0.1% 116-260
High 116-260 117-025 0-085 0.2% 117-067
Low 116-150 116-177 0-027 0.1% 115-285
Close 116-190 116-302 0-112 0.3% 116-255
Range 0-110 0-168 0-058 52.7% 1-102
ATR 0-142 0-144 0-002 1.3% 0-000
Volume 540,002 552,229 12,227 2.3% 3,695,760
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 118-139 118-068 117-074
R3 117-291 117-220 117-028
R2 117-123 117-123 117-013
R1 117-052 117-052 116-317 117-088
PP 116-275 116-275 116-275 116-292
S1 116-204 116-204 116-287 116-240
S2 116-107 116-107 116-271
S3 115-259 116-036 116-256
S4 115-091 115-188 116-210
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 120-188 120-004 117-167
R3 119-086 118-222 117-051
R2 117-304 117-304 117-012
R1 117-120 117-120 116-294 117-001
PP 116-202 116-202 116-202 116-143
S1 116-018 116-018 116-216 115-219
S2 115-100 115-100 116-178
S3 113-318 114-236 116-139
S4 112-216 113-134 116-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-025 115-285 1-060 1.0% 0-187 0.5% 89% True False 673,718
10 117-067 115-285 1-102 1.1% 0-154 0.4% 80% False False 634,695
20 117-067 115-040 2-027 1.8% 0-148 0.4% 87% False False 351,327
40 117-240 115-040 2-200 2.2% 0-106 0.3% 69% False False 176,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-099
2.618 118-145
1.618 117-297
1.000 117-193
0.618 117-129
HIGH 117-025
0.618 116-281
0.500 116-261
0.382 116-241
LOW 116-177
0.618 116-073
1.000 116-009
1.618 115-225
2.618 115-057
4.250 114-103
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 116-288 116-284
PP 116-275 116-266
S1 116-261 116-248

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.