ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 119-105 119-195 0-090 0.2% 119-040
High 119-285 119-217 -0-068 -0.2% 119-285
Low 119-100 119-137 0-037 0.1% 118-257
Close 119-177 119-197 0-020 0.1% 119-177
Range 0-185 0-080 -0-105 -56.8% 1-028
ATR 0-113 0-111 -0-002 -2.1% 0-000
Volume 678,619 453,532 -225,087 -33.2% 2,571,059
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 120-104 120-070 119-241
R3 120-024 119-310 119-219
R2 119-264 119-264 119-212
R1 119-230 119-230 119-204 119-247
PP 119-184 119-184 119-184 119-192
S1 119-150 119-150 119-190 119-167
S2 119-104 119-104 119-182
S3 119-024 119-070 119-175
S4 118-264 118-310 119-153
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-217 122-065 120-048
R3 121-189 121-037 119-273
R2 120-161 120-161 119-241
R1 120-009 120-009 119-209 120-085
PP 119-133 119-133 119-133 119-171
S1 118-301 118-301 119-145 119-057
S2 118-105 118-105 119-113
S3 117-077 117-273 119-081
S4 116-049 116-245 118-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-285 118-257 1-028 0.9% 0-141 0.4% 75% False False 604,918
10 119-285 118-070 1-215 1.4% 0-126 0.3% 84% False False 489,133
20 119-285 117-150 2-135 2.0% 0-121 0.3% 89% False False 254,642
40 119-285 115-050 4-235 4.0% 0-069 0.2% 94% False False 127,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-237
2.618 120-106
1.618 120-026
1.000 119-297
0.618 119-266
HIGH 119-217
0.618 119-186
0.500 119-177
0.382 119-168
LOW 119-137
0.618 119-088
1.000 119-057
1.618 119-008
2.618 118-248
4.250 118-117
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 119-190 119-194
PP 119-184 119-191
S1 119-177 119-188

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.