ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 129-230 129-125 -0-105 -0.3% 127-065
High 129-315 130-080 0-085 0.2% 131-010
Low 129-110 129-115 0-005 0.0% 126-310
Close 129-180 130-025 0-165 0.4% 129-280
Range 0-205 0-285 0-080 39.0% 4-020
ATR 1-052 1-046 -0-006 -1.7% 0-000
Volume 742,060 1,137,963 395,903 53.4% 8,859,523
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-182 132-068 130-182
R3 131-217 131-103 130-103
R2 130-252 130-252 130-077
R1 130-138 130-138 130-051 130-195
PP 129-287 129-287 129-287 129-315
S1 129-173 129-173 129-319 129-230
S2 129-002 129-002 129-293
S3 128-037 128-208 129-267
S4 127-072 127-243 129-188
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 141-153 139-237 132-035
R3 137-133 135-217 130-318
R2 133-113 133-113 130-198
R1 131-197 131-197 130-079 132-155
PP 129-093 129-093 129-093 129-232
S1 127-177 127-177 129-161 128-135
S2 125-073 125-073 129-042
S3 121-053 123-157 128-242
S4 117-033 119-137 127-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-165 128-305 1-180 1.2% 1-022 0.8% 72% False False 1,367,582
10 131-010 126-205 4-125 3.4% 1-152 1.1% 78% False False 1,659,437
20 131-010 123-220 7-110 5.6% 1-052 0.9% 87% False False 1,438,670
40 131-010 121-225 9-105 7.2% 1-000 0.8% 90% False False 1,377,828
60 131-010 121-120 9-210 7.4% 0-289 0.7% 90% False False 1,289,368
80 131-010 118-170 12-160 9.6% 0-258 0.6% 92% False False 970,307
100 131-010 116-020 14-310 11.5% 0-231 0.6% 94% False False 776,332
120 131-010 116-020 14-310 11.5% 0-200 0.5% 94% False False 646,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-094
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-011
2.618 132-186
1.618 131-221
1.000 131-045
0.618 130-256
HIGH 130-080
0.618 129-291
0.500 129-258
0.382 129-224
LOW 129-115
0.618 128-259
1.000 128-150
1.618 127-294
2.618 127-009
4.250 125-184
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 129-316 129-300
PP 129-287 129-255
S1 129-258 129-210

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.