ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 120-245 120-230 -0-015 0.0% 118-315
High 120-257 120-270 0-013 0.0% 120-090
Low 120-107 120-150 0-043 0.1% 118-302
Close 120-237 120-177 -0-060 -0.2% 120-045
Range 0-150 0-120 -0-030 -20.0% 1-108
ATR 0-182 0-178 -0-004 -2.4% 0-000
Volume 738,466 643,176 -95,290 -12.9% 2,947,989
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-239 121-168 120-243
R3 121-119 121-048 120-210
R2 120-319 120-319 120-199
R1 120-248 120-248 120-188 120-224
PP 120-199 120-199 120-199 120-187
S1 120-128 120-128 120-166 120-104
S2 120-079 120-079 120-155
S3 119-279 120-008 120-144
S4 119-159 119-208 120-111
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-256 123-099 120-280
R3 122-148 121-311 120-163
R2 121-040 121-040 120-123
R1 120-203 120-203 120-084 120-282
PP 119-252 119-252 119-252 119-292
S1 119-095 119-095 120-006 119-174
S2 118-144 118-144 119-287
S3 117-036 117-307 119-247
S4 115-248 116-199 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-032 119-035 1-317 1.7% 0-211 0.5% 73% False False 767,706
10 121-032 118-242 2-110 1.9% 0-202 0.5% 77% False False 741,454
20 121-032 118-242 2-110 1.9% 0-183 0.5% 77% False False 696,904
40 121-032 117-220 3-132 2.8% 0-162 0.4% 84% False False 594,379
60 121-032 116-070 4-282 4.0% 0-126 0.3% 89% False False 397,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-039
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 122-140
2.618 121-264
1.618 121-144
1.000 121-070
0.618 121-024
HIGH 120-270
0.618 120-224
0.500 120-210
0.382 120-196
LOW 120-150
0.618 120-076
1.000 120-030
1.618 119-276
2.618 119-156
4.250 118-280
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 120-210 120-230
PP 120-199 120-212
S1 120-188 120-194

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.