ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 130-060 129-230 -0-150 -0.4% 128-310
High 130-080 130-020 -0-060 -0.1% 130-090
Low 129-150 129-230 0-080 0.2% 128-310
Close 129-190 129-290 0-100 0.2% 129-190
Range 0-250 0-110 -0-140 -56.0% 1-100
ATR 0-234 0-228 -0-006 -2.6% 0-000
Volume 18,167 9,493 -8,674 -47.7% 45,272
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 130-297 130-243 130-030
R3 130-187 130-133 130-000
R2 130-077 130-077 129-310
R1 130-023 130-023 129-300 130-050
PP 129-287 129-287 129-287 129-300
S1 129-233 129-233 129-280 129-260
S2 129-177 129-177 129-270
S3 129-067 129-123 129-260
S4 128-277 129-013 129-230
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 133-177 132-283 130-101
R3 132-077 131-183 129-306
R2 130-297 130-297 129-267
R1 130-083 130-083 129-228 130-190
PP 129-197 129-197 129-197 129-250
S1 128-303 128-303 129-152 129-090
S2 128-097 128-097 129-113
S3 126-317 127-203 129-074
S4 125-217 126-103 128-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-090 129-150 0-260 0.6% 0-178 0.4% 54% False False 10,643
10 130-090 128-300 1-110 1.0% 0-219 0.5% 72% False False 7,580
20 130-090 126-070 4-020 3.1% 0-244 0.6% 91% False False 5,553
40 130-160 126-070 4-090 3.3% 0-198 0.5% 86% False False 3,264
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 0-030
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 131-168
2.618 130-308
1.618 130-198
1.000 130-130
0.618 130-088
HIGH 130-020
0.618 129-298
0.500 129-285
0.382 129-272
LOW 129-230
0.618 129-162
1.000 129-120
1.618 129-052
2.618 128-262
4.250 128-082
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 129-288 129-287
PP 129-287 129-283
S1 129-285 129-280

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.