ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 130-310 130-085 -0-225 -0.5% 130-115
High 131-050 130-245 -0-125 -0.3% 131-095
Low 130-140 129-250 -0-210 -0.5% 130-105
Close 130-210 130-230 0-020 0.0% 130-210
Range 0-230 0-315 0-085 37.0% 0-310
ATR 0-264 0-268 0-004 1.4% 0-000
Volume 879,823 1,753,162 873,339 99.3% 4,103,015
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-120 133-010 131-083
R3 132-125 132-015 130-317
R2 131-130 131-130 130-288
R1 131-020 131-020 130-259 131-075
PP 130-135 130-135 130-135 130-162
S1 130-025 130-025 130-201 130-080
S2 129-140 129-140 130-172
S3 128-145 129-030 130-143
S4 127-150 128-035 130-057
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-213 133-042 131-060
R3 132-223 132-052 130-295
R2 131-233 131-233 130-267
R1 131-062 131-062 130-238 131-148
PP 130-243 130-243 130-243 130-286
S1 130-072 130-072 130-182 130-158
S2 129-253 129-253 130-153
S3 128-263 129-082 130-125
S4 127-273 128-092 130-040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-095 129-250 1-165 1.2% 0-219 0.5% 62% False True 1,171,235
10 131-095 129-195 1-220 1.3% 0-225 0.5% 66% False False 1,038,998
20 131-095 127-310 3-105 2.5% 0-272 0.7% 83% False False 1,032,910
40 131-125 127-060 4-065 3.2% 0-286 0.7% 84% False False 1,060,455
60 131-300 127-060 4-240 3.6% 0-278 0.7% 74% False False 1,068,075
80 131-300 125-210 6-090 4.8% 0-300 0.7% 81% False False 869,232
100 131-300 120-300 11-000 8.4% 0-288 0.7% 89% False False 695,697
120 131-300 120-120 11-180 8.8% 0-259 0.6% 89% False False 579,880
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 0-066
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 134-304
2.618 133-110
1.618 132-115
1.000 131-240
0.618 131-120
HIGH 130-245
0.618 130-125
0.500 130-088
0.382 130-050
LOW 129-250
0.618 129-055
1.000 128-255
1.618 128-060
2.618 127-065
4.250 125-191
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 130-182 130-211
PP 130-135 130-192
S1 130-088 130-172

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.