ECBOT 5 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 120-225 120-157 -0-068 -0.2% 120-262
High 120-257 120-262 0-005 0.0% 120-315
Low 120-125 120-157 0-032 0.1% 120-042
Close 120-157 120-220 0-063 0.2% 120-165
Range 0-132 0-105 -0-027 -20.5% 0-273
ATR 0-156 0-153 -0-004 -2.3% 0-000
Volume 661,148 554,667 -106,481 -16.1% 2,606,297
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 121-208 121-159 120-278
R3 121-103 121-054 120-249
R2 120-318 120-318 120-239
R1 120-269 120-269 120-230 120-294
PP 120-213 120-213 120-213 120-225
S1 120-164 120-164 120-210 120-188
S2 120-108 120-108 120-201
S3 120-003 120-059 120-191
S4 119-218 119-274 120-162
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 123-033 122-212 120-315
R3 122-080 121-259 120-240
R2 121-127 121-127 120-215
R1 120-306 120-306 120-190 120-240
PP 120-174 120-174 120-174 120-141
S1 120-033 120-033 120-140 119-287
S2 119-221 119-221 120-115
S3 118-268 119-080 120-090
S4 117-315 118-127 120-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-262 120-065 0-197 0.5% 0-130 0.3% 79% True False 562,250
10 120-315 120-042 0-273 0.7% 0-128 0.3% 65% False False 550,308
20 121-032 118-242 2-110 1.9% 0-165 0.4% 82% False False 645,881
40 121-032 118-242 2-110 1.9% 0-162 0.4% 82% False False 652,439
60 121-032 117-150 3-202 3.0% 0-145 0.4% 89% False False 489,573
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-068
2.618 121-217
1.618 121-112
1.000 121-047
0.618 121-007
HIGH 120-262
0.618 120-222
0.500 120-210
0.382 120-197
LOW 120-157
0.618 120-092
1.000 120-052
1.618 119-307
2.618 119-202
4.250 119-031
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 120-216 120-201
PP 120-213 120-182
S1 120-210 120-164

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.