ECBOT 10 Year T-Note Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 131-085 131-045 -0-040 -0.1% 130-070
High 131-275 131-050 -0-225 -0.5% 131-110
Low 131-025 130-215 -0-130 -0.3% 129-130
Close 131-070 130-285 -0-105 -0.3% 131-095
Range 0-250 0-155 -0-095 -38.0% 1-300
ATR 1-000 0-310 -0-010 -3.2% 0-000
Volume 59,348 20,367 -38,981 -65.7% 3,232,984
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-115 132-035 131-050
R3 131-280 131-200 131-008
R2 131-125 131-125 130-313
R1 131-045 131-045 130-299 131-008
PP 130-290 130-290 130-290 130-271
S1 130-210 130-210 130-271 130-172
S2 130-135 130-135 130-257
S3 129-300 130-055 130-242
S4 129-145 129-220 130-200
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 136-158 135-267 132-116
R3 134-178 133-287 131-266
R2 132-198 132-198 131-209
R1 131-307 131-307 131-152 132-092
PP 130-218 130-218 130-218 130-271
S1 130-007 130-007 131-038 130-112
S2 128-238 128-238 130-301
S3 126-258 128-027 130-244
S4 124-278 126-047 130-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-275 129-200 2-075 1.7% 0-263 0.6% 57% False False 168,510
10 131-275 129-095 2-180 2.0% 0-286 0.7% 62% False False 832,381
20 131-275 128-305 2-290 2.2% 0-299 0.7% 67% False False 1,041,860
40 131-275 123-220 8-055 6.2% 0-318 0.8% 88% False False 1,217,471
60 131-275 121-225 10-050 7.8% 0-309 0.7% 90% False False 1,272,837
80 131-275 120-180 11-095 8.6% 0-282 0.7% 91% False False 1,144,296
100 131-275 118-000 13-275 10.6% 0-256 0.6% 93% False False 916,269
120 131-275 116-020 15-255 12.1% 0-231 0.6% 94% False False 763,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-053
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 133-069
2.618 132-136
1.618 131-301
1.000 131-205
0.618 131-146
HIGH 131-050
0.618 130-311
0.500 130-292
0.382 130-274
LOW 130-215
0.618 130-119
1.000 130-060
1.618 129-284
2.618 129-129
4.250 128-196
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 130-292 131-035
PP 130-290 131-012
S1 130-288 130-308

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.