ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 130-215 130-070 -0-145 -0.3% 130-200
High 130-235 130-110 -0-125 -0.3% 131-035
Low 130-005 129-140 -0-185 -0.4% 129-065
Close 130-035 129-165 -0-190 -0.5% 130-030
Range 0-230 0-290 0-060 26.1% 1-290
ATR 0-286 0-287 0-000 0.1% 0-000
Volume 1,026,266 1,090,539 64,273 6.3% 5,425,565
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 132-155 131-290 130-004
R3 131-185 131-000 129-245
R2 130-215 130-215 129-218
R1 130-030 130-030 129-192 129-298
PP 129-245 129-245 129-245 129-219
S1 129-060 129-060 129-138 129-008
S2 128-275 128-275 129-112
S3 127-305 128-090 129-085
S4 127-015 127-120 129-006
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-273 134-282 131-046
R3 133-303 132-312 130-198
R2 132-013 132-013 130-142
R1 131-022 131-022 130-086 130-192
PP 130-043 130-043 130-043 129-289
S1 129-052 129-052 129-294 128-222
S2 128-073 128-073 129-238
S3 126-103 127-082 129-182
S4 124-133 125-112 129-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-125 129-140 1-305 1.5% 0-281 0.7% 4% False True 1,127,244
10 131-300 129-065 2-235 2.1% 0-283 0.7% 11% False False 1,128,344
20 131-300 129-020 2-280 2.2% 0-270 0.7% 16% False False 1,091,682
40 131-300 128-000 3-300 3.0% 0-276 0.7% 38% False False 791,463
60 131-300 122-130 9-170 7.4% 0-288 0.7% 75% False False 528,523
80 131-300 120-120 11-180 8.9% 0-259 0.6% 79% False False 396,668
100 131-300 120-030 11-270 9.1% 0-211 0.5% 80% False False 317,335
120 131-300 117-130 14-170 11.2% 0-176 0.4% 83% False False 264,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-062
2.618 132-229
1.618 131-259
1.000 131-080
0.618 130-289
HIGH 130-110
0.618 129-319
0.500 129-285
0.382 129-251
LOW 129-140
0.618 128-281
1.000 128-170
1.618 127-311
2.618 127-021
4.250 125-188
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 129-285 130-132
PP 129-245 130-037
S1 129-205 129-261

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.