ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 130-270 131-205 0-255 0.6% 129-290
High 131-275 131-300 0-025 0.1% 131-300
Low 130-255 130-240 -0-015 0.0% 129-270
Close 131-240 130-310 -0-250 -0.6% 130-310
Range 1-020 1-060 0-040 11.8% 2-030
ATR 0-282 0-289 0-007 2.5% 0-000
Volume 1,210,944 1,291,793 80,849 6.7% 5,284,017
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 134-250 134-020 131-199
R3 133-190 132-280 131-094
R2 132-130 132-130 131-060
R1 131-220 131-220 131-025 131-145
PP 131-070 131-070 131-070 131-032
S1 130-160 130-160 130-275 130-085
S2 130-010 130-010 130-240
S3 128-270 129-100 130-206
S4 127-210 128-040 130-101
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 137-063 136-057 132-038
R3 135-033 134-027 131-174
R2 133-003 133-003 131-113
R1 131-317 131-317 131-051 132-160
PP 130-293 130-293 130-293 131-055
S1 129-287 129-287 130-249 130-130
S2 128-263 128-263 130-187
S3 126-233 127-257 130-126
S4 124-203 125-227 129-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-300 129-270 2-030 1.6% 0-284 0.7% 54% True False 1,056,803
10 131-300 129-020 2-280 2.2% 0-264 0.6% 66% True False 1,073,294
20 131-300 128-150 3-150 2.6% 0-272 0.6% 72% True False 1,055,105
40 131-300 123-070 8-230 6.7% 1-007 0.8% 89% True False 542,768
60 131-300 120-120 11-180 8.8% 0-284 0.7% 92% True False 362,195
80 131-300 120-120 11-180 8.8% 0-229 0.5% 92% True False 271,773
100 131-300 119-030 12-270 9.8% 0-186 0.4% 92% True False 217,419
120 131-300 115-280 16-020 12.3% 0-155 0.4% 94% True False 181,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-315
2.618 135-015
1.618 133-275
1.000 133-040
0.618 132-215
HIGH 131-300
0.618 131-155
0.500 131-110
0.382 131-065
LOW 130-240
0.618 130-005
1.000 129-180
1.618 128-265
2.618 127-205
4.250 125-225
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 131-110 131-015
PP 131-070 131-007
S1 131-030 130-318

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.