ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 124-250 124-310 0-060 0.2% 123-265
High 125-030 124-310 -0-040 -0.1% 125-120
Low 124-140 124-160 0-020 0.1% 123-195
Close 124-295 124-190 -0-105 -0.3% 124-275
Range 0-210 0-150 -0-060 -28.6% 1-245
ATR 0-255 0-248 -0-008 -2.9% 0-000
Volume 1,071,842 931,832 -140,010 -13.1% 6,997,185
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 126-030 125-260 124-272
R3 125-200 125-110 124-231
R2 125-050 125-050 124-218
R1 124-280 124-280 124-204 124-250
PP 124-220 124-220 124-220 124-205
S1 124-130 124-130 124-176 124-100
S2 124-070 124-070 124-162
S3 123-240 123-300 124-149
S4 123-090 123-150 124-108
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 129-292 129-048 125-266
R3 128-047 127-123 125-110
R2 126-122 126-122 125-059
R1 125-198 125-198 125-007 126-000
PP 124-197 124-197 124-197 124-258
S1 123-273 123-273 124-223 124-075
S2 122-272 122-272 124-171
S3 121-027 122-028 124-120
S4 119-102 120-103 123-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-055 124-075 0-300 0.8% 0-183 0.5% 38% False False 1,086,957
10 125-120 122-065 3-055 2.5% 0-254 0.6% 75% False False 1,286,112
20 125-120 121-225 3-215 2.9% 0-270 0.7% 79% False False 1,312,295
40 125-120 121-120 4-000 3.2% 0-248 0.6% 80% False False 1,236,252
60 125-120 118-240 6-200 5.3% 0-221 0.6% 88% False False 829,675
80 125-120 116-020 9-100 7.5% 0-197 0.5% 92% False False 622,395
100 125-120 116-020 9-100 7.5% 0-166 0.4% 92% False False 497,917
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-308
2.618 126-063
1.618 125-233
1.000 125-140
0.618 125-083
HIGH 124-310
0.618 124-253
0.500 124-235
0.382 124-217
LOW 124-160
0.618 124-067
1.000 124-010
1.618 123-237
2.618 123-087
4.250 122-162
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 124-235 124-258
PP 124-220 124-235
S1 124-205 124-212

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.