ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 129-210 129-290 0-080 0.2% 129-230
High 130-020 129-310 -0-030 -0.1% 130-200
Low 129-030 129-100 0-070 0.2% 129-220
Close 130-010 129-240 -0-090 -0.2% 130-000
Range 0-310 0-210 -0-100 -32.3% 0-300
ATR 0-232 0-232 0-000 -0.1% 0-000
Volume 372,049 1,063,988 691,939 186.0% 641,260
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 131-207 131-113 130-036
R3 130-317 130-223 129-298
R2 130-107 130-107 129-278
R1 130-013 130-013 129-259 129-275
PP 129-217 129-217 129-217 129-188
S1 129-123 129-123 129-221 129-065
S2 129-007 129-007 129-202
S3 128-117 128-233 129-182
S4 127-227 128-023 129-124
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
5 130-200 129-030 1-170 1.2% 0-230 0.6% 43% False False 413,560
10 130-200 129-030 1-170 1.2% 0-204 0.5% 43% False False 212,102
20 130-200 128-150 2-050 1.7% 0-230 0.6% 59% False False 108,285
40 130-200 126-070 4-130 3.4% 0-208 0.5% 80% False False 54,746
60 131-050 126-070 4-300 3.8% 0-159 0.4% 72% False False 36,642
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-242
2.618 131-220
1.618 131-010
1.000 130-200
0.618 130-120
HIGH 129-310
0.618 129-230
0.500 129-205
0.382 129-180
LOW 129-100
0.618 128-290
1.000 128-210
1.618 128-080
2.618 127-190
4.250 126-168
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 129-228 129-250
PP 129-217 129-247
S1 129-205 129-243

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.