ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 117-190 117-190 0-000 0.0% 117-030
High 117-230 117-310 0-080 0.2% 117-310
Low 117-180 117-190 0-010 0.0% 117-030
Close 117-220 117-280 0-060 0.2% 117-280
Range 0-050 0-120 0-070 140.0% 0-280
ATR 0-055 0-059 0-005 8.5% 0-000
Volume 7,638 4,458 -3,180 -41.6% 16,959
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 118-300 118-250 118-026
R3 118-180 118-130 117-313
R2 118-060 118-060 117-302
R1 118-010 118-010 117-291 118-035
PP 117-260 117-260 117-260 117-272
S1 117-210 117-210 117-269 117-235
S2 117-140 117-140 117-258
S3 117-020 117-090 117-247
S4 116-220 116-290 117-214
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 120-087 119-303 118-114
R3 119-127 119-023 118-037
R2 118-167 118-167 118-011
R1 118-063 118-063 117-306 118-115
PP 117-207 117-207 117-207 117-232
S1 117-103 117-103 117-254 117-155
S2 116-247 116-247 117-229
S3 115-287 116-143 117-203
S4 115-007 115-183 117-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-310 117-030 0-280 0.7% 0-040 0.1% 89% True False 3,391
10 117-310 116-160 1-150 1.2% 0-027 0.1% 94% True False 2,158
20 117-310 115-050 2-260 2.4% 0-016 0.0% 97% True False 1,242
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 0-001
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 119-180
2.618 118-304
1.618 118-184
1.000 118-110
0.618 118-064
HIGH 117-310
0.618 117-264
0.500 117-250
0.382 117-236
LOW 117-190
0.618 117-116
1.000 117-070
1.618 116-316
2.618 116-196
4.250 116-000
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 117-270 117-263
PP 117-260 117-247
S1 117-250 117-230

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.