ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 129-315 130-185 0-190 0.5% 131-055
High 130-230 130-295 0-065 0.2% 131-140
Low 129-300 130-135 0-155 0.4% 129-260
Close 130-225 130-270 0-045 0.1% 129-275
Range 0-250 0-160 -0-090 -36.0% 1-200
ATR 0-217 0-213 -0-004 -1.9% 0-000
Volume 312,189 269,767 -42,422 -13.6% 2,520,662
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-073 132-012 131-038
R3 131-233 131-172 130-314
R2 131-073 131-073 130-299
R1 131-012 131-012 130-285 131-042
PP 130-233 130-233 130-233 130-249
S1 130-172 130-172 130-255 130-202
S2 130-073 130-073 130-241
S3 129-233 130-012 130-226
S4 129-073 129-172 130-182
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 135-078 134-057 130-241
R3 133-198 132-177 130-098
R2 131-318 131-318 130-050
R1 130-297 130-297 130-003 130-208
PP 130-118 130-118 130-118 130-074
S1 129-097 129-097 129-227 129-008
S2 128-238 128-238 129-180
S3 127-038 127-217 129-132
S4 125-158 126-017 128-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-295 129-250 1-045 0.9% 0-171 0.4% 93% True False 295,502
10 131-140 129-250 1-210 1.3% 0-188 0.4% 64% False False 479,793
20 131-140 128-200 2-260 2.1% 0-217 0.5% 79% False False 676,952
40 131-140 128-200 2-260 2.1% 0-222 0.5% 79% False False 413,987
60 131-140 126-070 5-070 4.0% 0-215 0.5% 89% False False 276,442
80 131-140 126-070 5-070 4.0% 0-178 0.4% 89% False False 207,441
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 False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-015
2.618 132-074
1.618 131-234
1.000 131-135
0.618 131-074
HIGH 130-295
0.618 130-234
0.500 130-215
0.382 130-196
LOW 130-135
0.618 130-036
1.000 129-295
1.618 129-196
2.618 129-036
4.250 128-095
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 130-252 130-218
PP 130-233 130-165
S1 130-215 130-112

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.