ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 130-035 130-145 0-110 0.3% 130-085
High 130-195 130-180 -0-015 0.0% 130-245
Low 129-160 129-310 0-150 0.4% 129-160
Close 130-160 130-130 -0-030 -0.1% 130-160
Range 1-035 0-190 -0-165 -46.5% 1-085
ATR 0-270 0-264 -0-006 -2.1% 0-000
Volume 80,769 51,960 -28,809 -35.7% 3,674,987
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-030 131-270 130-234
R3 131-160 131-080 130-182
R2 130-290 130-290 130-165
R1 130-210 130-210 130-147 130-155
PP 130-100 130-100 130-100 130-072
S1 130-020 130-020 130-113 129-285
S2 129-230 129-230 130-095
S3 129-040 129-150 130-078
S4 128-170 128-280 130-026
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 134-017 133-173 131-063
R3 132-252 132-088 130-271
R2 131-167 131-167 130-234
R1 131-003 131-003 130-197 131-085
PP 130-082 130-082 130-082 130-122
S1 129-238 129-238 130-123 130-000
S2 128-317 128-317 130-086
S3 127-232 128-153 130-049
S4 126-147 127-068 129-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-225 129-160 1-065 0.9% 0-254 0.6% 75% False False 394,757
10 131-095 129-160 1-255 1.4% 0-236 0.6% 50% False False 782,996
20 131-095 129-160 1-255 1.4% 0-246 0.6% 50% False False 829,978
40 131-095 127-060 4-035 3.2% 0-280 0.7% 78% False False 962,100
60 131-300 127-060 4-240 3.6% 0-278 0.7% 68% False False 1,009,174
80 131-300 127-060 4-240 3.6% 0-278 0.7% 68% False False 893,474
100 131-300 122-130 9-170 7.3% 0-287 0.7% 84% False False 715,364
120 131-300 120-120 11-180 8.9% 0-269 0.6% 87% False False 596,328
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133-028
2.618 132-037
1.618 131-167
1.000 131-050
0.618 130-297
HIGH 130-180
0.618 130-107
0.500 130-085
0.382 130-063
LOW 129-310
0.618 129-193
1.000 129-120
1.618 129-003
2.618 128-133
4.250 127-142
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 130-115 130-092
PP 130-100 130-055
S1 130-085 130-018

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.