ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 119-200 119-120 -0-080 -0.2% 118-270
High 119-200 119-120 -0-080 -0.2% 119-200
Low 119-200 119-120 -0-080 -0.2% 118-250
Close 119-200 119-120 -0-080 -0.2% 119-200
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 119-120 119-120 119-120
R3 119-120 119-120 119-120
R2 119-120 119-120 119-120
R1 119-120 119-120 119-120 119-120
PP 119-120 119-120 119-120 119-120
S1 119-120 119-120 119-120 119-120
S2 119-120 119-120 119-120
S3 119-120 119-120 119-120
S4 119-120 119-120 119-120
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 121-280 121-190 120-028
R3 121-010 120-240 119-274
R2 120-060 120-060 119-250
R1 119-290 119-290 119-225 120-015
PP 119-110 119-110 119-110 119-132
S1 119-020 119-020 119-175 119-065
S2 118-160 118-160 119-150
S3 117-210 118-070 119-126
S4 116-260 117-120 119-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-200 118-250 0-270 0.7% 0-000 0.0% 70% False False 1
10 119-200 118-040 1-160 1.3% 0-000 0.0% 83% False False 1
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 119-120
2.618 119-120
1.618 119-120
1.000 119-120
0.618 119-120
HIGH 119-120
0.618 119-120
0.500 119-120
0.382 119-120
LOW 119-120
0.618 119-120
1.000 119-120
1.618 119-120
2.618 119-120
4.250 119-120
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 119-120 119-150
PP 119-120 119-140
S1 119-120 119-130

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.