ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 131-010 131-075 0-065 0.2% 130-145
High 131-135 131-210 0-075 0.2% 131-080
Low 130-240 131-035 0-115 0.3% 129-310
Close 131-100 131-195 0-095 0.2% 130-205
Range 0-215 0-175 -0-040 -18.6% 1-090
ATR 0-251 0-246 -0-005 -2.2% 0-000
Volume 17,298 7,448 -9,850 -56.9% 146,585
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-032 132-288 131-291
R3 132-177 132-113 131-243
R2 132-002 132-002 131-227
R1 131-258 131-258 131-211 131-290
PP 131-147 131-147 131-147 131-162
S1 131-083 131-083 131-179 131-115
S2 130-292 130-292 131-163
S3 130-117 130-228 131-147
S4 129-262 130-053 131-099
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 134-148 133-267 131-110
R3 133-058 132-177 130-318
R2 131-288 131-288 130-280
R1 131-087 131-087 130-243 131-188
PP 130-198 130-198 130-198 130-249
S1 129-317 129-317 130-167 130-098
S2 129-108 129-108 130-130
S3 128-018 128-227 130-092
S4 126-248 127-137 129-300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-210 130-070 1-140 1.1% 0-227 0.5% 97% True False 16,115
10 131-210 129-160 2-050 1.6% 0-228 0.5% 98% True False 39,905
20 131-210 129-160 2-050 1.6% 0-228 0.5% 98% True False 542,624
40 131-210 127-060 4-150 3.4% 0-266 0.6% 99% True False 798,003
60 131-300 127-060 4-240 3.6% 0-276 0.7% 93% False False 892,468
80 131-300 127-060 4-240 3.6% 0-274 0.7% 93% False False 893,576
100 131-300 122-170 9-130 7.1% 0-292 0.7% 97% False False 716,713
120 131-300 120-120 11-180 8.8% 0-276 0.7% 97% False False 597,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-074
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-314
2.618 133-028
1.618 132-173
1.000 132-065
0.618 131-318
HIGH 131-210
0.618 131-143
0.500 131-122
0.382 131-102
LOW 131-035
0.618 130-247
1.000 130-180
1.618 130-072
2.618 129-217
4.250 128-251
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 131-171 131-138
PP 131-147 131-082
S1 131-122 131-025

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.