ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 130-090 129-120 -0-290 -0.7% 129-230
High 130-175 130-045 -0-130 -0.3% 131-205
Low 129-095 129-095 0-000 0.0% 129-110
Close 129-185 129-315 0-130 0.3% 130-255
Range 1-080 0-270 -0-130 -32.5% 2-095
ATR 1-024 1-019 -0-005 -1.5% 0-000
Volume 1,358,837 1,801,139 442,302 32.6% 5,592,401
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-108 132-002 130-144
R3 131-158 131-052 130-069
R2 130-208 130-208 130-044
R1 130-102 130-102 130-020 130-155
PP 129-258 129-258 129-258 129-285
S1 129-152 129-152 129-290 129-205
S2 128-308 128-308 129-266
S3 128-038 128-202 129-241
S4 127-088 127-252 129-166
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
5 131-065 129-095 1-290 1.5% 0-287 0.7% 36% False True 1,265,463
10 131-205 129-020 2-185 2.0% 0-286 0.7% 36% False False 1,185,633
20 131-205 124-120 7-085 5.6% 1-081 1.0% 77% False False 1,485,642
40 131-205 121-225 9-300 7.6% 1-007 0.8% 83% False False 1,372,942
60 131-205 121-225 9-300 7.6% 0-301 0.7% 83% False False 1,355,283
80 131-205 119-270 11-255 9.1% 0-274 0.7% 86% False False 1,080,572
100 131-205 116-020 15-185 12.0% 0-248 0.6% 89% False False 864,685
120 131-205 116-020 15-185 12.0% 0-214 0.5% 89% False False 720,573
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 0-059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-232
2.618 132-112
1.618 131-162
1.000 130-315
0.618 130-212
HIGH 130-045
0.618 129-262
0.500 129-230
0.382 129-198
LOW 129-095
0.618 128-248
1.000 128-145
1.618 127-298
2.618 127-028
4.250 125-228
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 129-287 130-025
PP 129-258 130-015
S1 129-230 130-005

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.