ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 130-060 130-150 0-090 0.2% 129-230
High 130-200 130-150 -0-050 -0.1% 130-200
Low 129-280 129-250 -0-030 -0.1% 129-220
Close 130-180 130-000 -0-180 -0.4% 130-000
Range 0-240 0-220 -0-020 -8.3% 0-300
ATR 0-225 0-227 0-002 0.8% 0-000
Volume 175,244 377,200 201,956 115.2% 641,260
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-047 131-243 130-121
R3 131-147 131-023 130-060
R2 130-247 130-247 130-040
R1 130-123 130-123 130-020 130-075
PP 130-027 130-027 130-027 130-002
S1 129-223 129-223 129-300 129-175
S2 129-127 129-127 129-280
S3 128-227 129-003 129-260
S4 128-007 128-103 129-199
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 132-293 132-127 130-165
R3 131-313 131-147 130-082
R2 131-013 131-013 130-055
R1 130-167 130-167 130-028 130-250
PP 130-033 130-033 130-033 130-075
S1 129-187 129-187 129-292 129-270
S2 129-053 129-053 129-265
S3 128-073 128-207 129-238
S4 127-093 127-227 129-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-200 129-150 1-050 0.9% 0-198 0.5% 46% False False 131,885
10 130-200 128-300 1-220 1.3% 0-199 0.5% 63% False False 69,285
20 130-200 126-120 4-080 3.3% 0-238 0.6% 85% False False 37,017
40 130-200 126-070 4-130 3.4% 0-200 0.5% 86% False False 18,847
60 131-050 126-070 4-300 3.8% 0-150 0.4% 77% False False 12,709
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-125
2.618 132-086
1.618 131-186
1.000 131-050
0.618 130-286
HIGH 130-150
0.618 130-066
0.500 130-040
0.382 130-014
LOW 129-250
0.618 129-114
1.000 129-030
1.618 128-214
2.618 127-314
4.250 126-275
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 130-040 130-050
PP 130-027 130-033
S1 130-013 130-017

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.