ECBOT 5 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 122-155 122-255 0-100 0.3% 122-192
High 122-277 123-050 0-093 0.2% 123-050
Low 122-107 122-160 0-053 0.1% 122-045
Close 122-235 122-290 0-055 0.1% 122-290
Range 0-170 0-210 0-040 23.5% 1-005
ATR 0-144 0-149 0-005 3.3% 0-000
Volume 623,410 548,149 -75,261 -12.1% 2,614,897
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 124-263 124-167 123-086
R3 124-053 123-277 123-028
R2 123-163 123-163 123-008
R1 123-067 123-067 122-309 123-115
PP 122-273 122-273 122-273 122-298
S1 122-177 122-177 122-271 122-225
S2 122-063 122-063 122-252
S3 121-173 121-287 122-232
S4 120-283 121-077 122-174
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 125-250 125-115 123-149
R3 124-245 124-110 123-059
R2 123-240 123-240 123-030
R1 123-105 123-105 123-000 123-172
PP 122-235 122-235 122-235 122-269
S1 122-100 122-100 122-260 122-168
S2 121-230 121-230 122-230
S3 120-225 121-095 122-201
S4 119-220 120-090 122-111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-050 122-045 1-005 0.8% 0-159 0.4% 75% True False 522,979
10 123-050 122-000 1-050 0.9% 0-156 0.4% 78% True False 368,480
20 123-050 120-260 2-110 1.9% 0-171 0.4% 89% True False 186,582
40 123-050 119-020 4-030 3.3% 0-097 0.2% 94% True False 93,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 125-302
2.618 124-280
1.618 124-070
1.000 123-260
0.618 123-180
HIGH 123-050
0.618 122-290
0.500 122-265
0.382 122-240
LOW 122-160
0.618 122-030
1.000 121-270
1.618 121-140
2.618 120-250
4.250 119-228
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 122-282 122-273
PP 122-273 122-256
S1 122-265 122-238

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.