ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 129-090 129-010 -0-080 -0.2% 129-110
High 129-090 129-010 -0-080 -0.2% 131-050
Low 128-150 128-260 0-110 0.3% 129-110
Close 128-290 129-080 0-110 0.3% 130-100
Range 0-260 0-070 -0-190 -73.1% 1-260
ATR 0-160 0-153 -0-006 -4.0% 0-000
Volume 8,387 28 -8,359 -99.7% 131
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 129-220 129-220 129-118
R3 129-150 129-150 129-099
R2 129-080 129-080 129-093
R1 129-080 129-080 129-086 129-080
PP 129-010 129-010 129-010 129-010
S1 129-010 129-010 129-074 129-010
S2 128-260 128-260 129-067
S3 128-190 128-260 129-061
S4 128-120 128-190 129-042
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-227 134-263 131-099
R3 133-287 133-003 130-260
R2 132-027 132-027 130-206
R1 131-063 131-063 130-153 131-205
PP 130-087 130-087 130-087 130-158
S1 129-123 129-123 130-047 129-265
S2 128-147 128-147 129-314
S3 126-207 127-183 129-260
S4 124-267 125-243 129-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 128-150 2-220 2.1% 0-166 0.4% 29% False False 1,723
10 131-050 128-150 2-220 2.1% 0-100 0.2% 29% False False 863
20 131-050 128-150 2-220 2.1% 0-050 0.1% 29% False False 432
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-308
2.618 129-193
1.618 129-123
1.000 129-080
0.618 129-053
HIGH 129-010
0.618 128-303
0.500 128-295
0.382 128-287
LOW 128-260
0.618 128-217
1.000 128-190
1.618 128-147
2.618 128-077
4.250 127-282
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 129-045 129-060
PP 129-010 129-040
S1 128-295 129-020

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.