ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 130-245 130-280 0-035 0.1% 129-230
High 131-065 130-315 -0-070 -0.2% 131-205
Low 130-105 130-080 -0-025 -0.1% 129-110
Close 130-255 130-190 -0-065 -0.2% 130-255
Range 0-280 0-235 -0-045 -16.1% 2-095
ATR 1-036 1-027 -0-009 -2.4% 0-000
Volume 1,204,227 877,288 -326,939 -27.1% 5,592,401
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-260 132-140 130-319
R3 132-025 131-225 130-255
R2 131-110 131-110 130-233
R1 130-310 130-310 130-212 130-252
PP 130-195 130-195 130-195 130-166
S1 130-075 130-075 130-168 130-018
S2 129-280 129-280 130-147
S3 129-045 129-160 130-125
S4 128-130 128-245 130-061
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 137-155 136-140 132-019
R3 135-060 134-045 131-137
R2 132-285 132-285 131-070
R1 131-270 131-270 131-002 132-118
PP 130-190 130-190 130-190 130-274
S1 129-175 129-175 130-188 130-022
S2 128-095 128-095 130-120
S3 126-000 127-080 130-053
S4 123-225 124-305 129-171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-205 129-115 2-090 1.7% 0-291 0.7% 54% False False 1,145,525
10 131-205 127-265 3-260 2.9% 1-070 0.9% 73% False False 1,354,879
20 131-205 123-250 7-275 6.0% 1-067 0.9% 87% False False 1,441,322
40 131-205 121-225 9-300 7.6% 1-008 0.8% 89% False False 1,372,969
60 131-205 121-225 9-300 7.6% 0-297 0.7% 89% False False 1,341,165
80 131-205 119-150 12-055 9.3% 0-266 0.6% 91% False False 1,027,587
100 131-205 116-020 15-185 11.9% 0-242 0.6% 93% False False 822,228
120 131-205 116-020 15-185 11.9% 0-209 0.5% 93% False False 685,191
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0-086
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-034
2.618 132-290
1.618 132-055
1.000 131-230
0.618 131-140
HIGH 130-315
0.618 130-225
0.500 130-198
0.382 130-170
LOW 130-080
0.618 129-255
1.000 129-165
1.618 129-020
2.618 128-105
4.250 127-041
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 130-198 130-300
PP 130-195 130-263
S1 130-192 130-227

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.