ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 119-250 119-077 -0-173 -0.5% 119-195
High 119-262 120-000 0-058 0.2% 120-055
Low 119-065 119-072 0-007 0.0% 119-130
Close 119-077 119-292 0-215 0.6% 119-260
Range 0-197 0-248 0-051 25.9% 0-245
ATR 0-127 0-135 0-009 6.9% 0-000
Volume 757,390 920,413 163,023 21.5% 3,025,202
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-012 121-240 120-108
R3 121-084 120-312 120-040
R2 120-156 120-156 120-017
R1 120-064 120-064 119-315 120-110
PP 119-228 119-228 119-228 119-251
S1 119-136 119-136 119-269 119-182
S2 118-300 118-300 119-247
S3 118-052 118-208 119-224
S4 117-124 117-280 119-156
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 122-030 121-230 120-075
R3 121-105 120-305 120-007
R2 120-180 120-180 119-305
R1 120-060 120-060 119-282 120-120
PP 119-255 119-255 119-255 119-285
S1 119-135 119-135 119-238 119-195
S2 119-010 119-010 119-215
S3 118-085 118-210 119-193
S4 117-160 117-285 119-125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-055 119-065 0-310 0.8% 0-175 0.5% 73% False False 711,383
10 120-055 119-065 0-310 0.8% 0-154 0.4% 73% False False 665,642
20 120-055 117-220 2-155 2.1% 0-140 0.4% 90% False False 491,854
40 120-055 116-070 3-305 3.3% 0-098 0.3% 93% False False 248,545
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 0-022
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 123-094
2.618 122-009
1.618 121-081
1.000 120-248
0.618 120-153
HIGH 120-000
0.618 119-225
0.500 119-196
0.382 119-167
LOW 119-072
0.618 118-239
1.000 118-144
1.618 117-311
2.618 117-063
4.250 115-298
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 119-260 119-259
PP 119-228 119-226
S1 119-196 119-192

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.