ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 129-250 130-115 0-185 0.4% 130-280
High 130-190 130-220 0-030 0.1% 130-315
Low 129-245 129-285 0-040 0.1% 129-095
Close 130-125 130-010 -0-115 -0.3% 130-090
Range 0-265 0-255 -0-010 -3.8% 1-220
ATR 1-010 1-005 -0-005 -1.6% 0-000
Volume 1,189,876 407,776 -782,100 -65.7% 6,974,232
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 132-190 132-035 130-150
R3 131-255 131-100 130-080
R2 131-000 131-000 130-057
R1 130-165 130-165 130-033 130-115
PP 130-065 130-065 130-065 130-040
S1 129-230 129-230 129-307 129-180
S2 129-130 129-130 129-283
S3 128-195 128-295 129-260
S4 127-260 128-040 129-190
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 135-080 134-145 131-067
R3 133-180 132-245 130-238
R2 131-280 131-280 130-189
R1 131-025 131-025 130-140 130-202
PP 130-060 130-060 130-060 129-309
S1 129-125 129-125 130-040 128-302
S2 128-160 128-160 129-311
S3 126-260 127-225 129-262
S4 125-040 126-005 129-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-260 129-095 1-165 1.2% 0-279 0.7% 48% False False 1,306,040
10 131-205 129-095 2-110 1.8% 0-301 0.7% 31% False False 1,262,654
20 131-205 126-205 5-000 3.8% 1-067 0.9% 68% False False 1,421,067
40 131-205 122-065 9-140 7.3% 1-006 0.8% 83% False False 1,356,680
60 131-205 121-225 9-300 7.6% 0-306 0.7% 84% False False 1,349,512
80 131-205 120-090 11-115 8.7% 0-279 0.7% 86% False False 1,139,436
100 131-205 116-020 15-185 12.0% 0-255 0.6% 90% False False 911,962
120 131-205 116-020 15-185 12.0% 0-223 0.5% 90% False False 759,981
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-056
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-024
2.618 132-248
1.618 131-313
1.000 131-155
0.618 131-058
HIGH 130-220
0.618 130-123
0.500 130-092
0.382 130-062
LOW 129-285
0.618 129-127
1.000 129-030
1.618 128-192
2.618 127-257
4.250 126-161
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 130-092 130-015
PP 130-065 130-013
S1 130-038 130-012

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.