ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 122-010 121-140 -0-190 -0.5% 122-230
High 122-010 121-140 -0-190 -0.5% 123-170
Low 121-130 120-140 -0-310 -0.8% 122-040
Close 121-130 120-270 -0-180 -0.5% 123-120
Range 0-200 1-000 0-120 60.0% 1-130
ATR 0-151 0-163 0-012 8.0% 0-000
Volume 14 15 1 7.1% 9,678
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 123-290 123-120 121-126
R3 122-290 122-120 121-038
R2 121-290 121-290 121-009
R1 121-120 121-120 120-299 121-045
PP 120-290 120-290 120-290 120-252
S1 120-120 120-120 120-241 120-045
S2 119-290 119-290 120-211
S3 118-290 119-120 120-182
S4 117-290 118-120 120-094
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 127-073 126-227 124-048
R3 125-263 125-097 123-244
R2 124-133 124-133 123-202
R1 123-287 123-287 123-161 124-050
PP 123-003 123-003 123-003 123-045
S1 122-157 122-157 123-079 122-240
S2 121-193 121-193 123-038
S3 120-063 121-027 122-316
S4 118-253 119-217 122-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-190 120-140 3-050 2.6% 0-206 0.5% 13% False True 153
10 123-190 120-140 3-050 2.6% 0-132 0.3% 13% False True 1,010
20 123-190 120-140 3-050 2.6% 0-080 0.2% 13% False True 510
40 123-190 119-030 4-160 3.7% 0-047 0.1% 39% False False 256
60 123-190 115-280 7-230 6.4% 0-031 0.1% 64% False False 171
80 123-190 115-280 7-230 6.4% 0-024 0.1% 64% False False 128
100 123-190 114-050 9-140 7.8% 0-019 0.0% 71% False False 103
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 0-010
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 125-220
2.618 124-018
1.618 123-018
1.000 122-140
0.618 122-018
HIGH 121-140
0.618 121-018
0.500 120-300
0.382 120-262
LOW 120-140
0.618 119-262
1.000 119-140
1.618 118-262
2.618 117-262
4.250 116-060
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 120-300 121-220
PP 120-290 121-130
S1 120-280 121-040

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.