ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 131-005 130-140 -0-185 -0.4% 130-115
High 131-040 130-235 -0-125 -0.3% 131-010
Low 130-120 130-015 -0-105 -0.3% 129-230
Close 130-190 130-060 -0-130 -0.3% 130-285
Range 0-240 0-220 -0-020 -8.3% 1-100
ATR 0-291 0-286 -0-005 -1.7% 0-000
Volume 881,158 1,049,476 168,318 19.1% 4,217,738
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 132-123 131-312 130-181
R3 131-223 131-092 130-120
R2 131-003 131-003 130-100
R1 130-192 130-192 130-080 130-148
PP 130-103 130-103 130-103 130-081
S1 129-292 129-292 130-040 129-248
S2 129-203 129-203 130-020
S3 128-303 129-072 130-000
S4 128-083 128-172 129-259
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 134-155 134-000 131-196
R3 133-055 132-220 131-080
R2 131-275 131-275 131-042
R1 131-120 131-120 131-004 131-198
PP 130-175 130-175 130-175 130-214
S1 130-020 130-020 130-246 130-098
S2 129-075 129-075 130-208
S3 127-295 128-240 130-170
S4 126-195 127-140 130-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-040 129-230 1-130 1.1% 0-223 0.5% 33% False False 988,304
10 131-040 128-185 2-175 2.0% 0-264 0.6% 63% False False 1,090,281
20 131-040 128-110 2-250 2.1% 0-279 0.7% 66% False False 642,088
40 131-040 122-130 8-230 6.7% 0-305 0.7% 89% False False 322,857
60 131-040 120-120 10-240 8.3% 0-264 0.6% 91% False False 215,654
80 131-040 120-030 11-010 8.5% 0-205 0.5% 92% False False 161,745
100 131-040 117-160 13-200 10.5% 0-164 0.4% 93% False False 129,396
120 131-040 115-280 15-080 11.7% 0-137 0.3% 94% False False 107,830
Crabel Price Patterns
NR True
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 0-062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-210
2.618 132-171
1.618 131-271
1.000 131-135
0.618 131-051
HIGH 130-235
0.618 130-151
0.500 130-125
0.382 130-099
LOW 130-015
0.618 129-199
1.000 129-115
1.618 128-299
2.618 128-079
4.250 127-040
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 130-125 130-188
PP 130-103 130-145
S1 130-082 130-102

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.