ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 132-160 132-160 0-000 0.0% 131-240
High 132-160 132-170 0-010 0.0% 132-060
Low 132-050 132-000 -0-050 -0.1% 131-140
Close 132-110 132-130 0-020 0.0% 132-000
Range 0-110 0-170 0-060 54.5% 0-240
ATR 0-136 0-139 0-002 1.8% 0-000
Volume 17,195 16,021 -1,174 -6.8% 25,270
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 133-290 133-220 132-224
R3 133-120 133-050 132-177
R2 132-270 132-270 132-161
R1 132-200 132-200 132-146 132-150
PP 132-100 132-100 132-100 132-075
S1 132-030 132-030 132-114 131-300
S2 131-250 131-250 132-099
S3 131-080 131-180 132-083
S4 130-230 131-010 132-036
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 134-040 133-260 132-132
R3 133-120 133-020 132-066
R2 132-200 132-200 132-044
R1 132-100 132-100 132-022 132-150
PP 131-280 131-280 131-280 131-305
S1 131-180 131-180 131-298 131-230
S2 131-040 131-040 131-276
S3 130-120 130-260 131-254
S4 129-200 130-020 131-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 131-140 1-030 0.8% 0-126 0.3% 89% True False 10,777
10 132-170 130-270 1-220 1.3% 0-135 0.3% 93% True False 7,677
20 132-170 130-050 2-120 1.8% 0-124 0.3% 95% True False 5,122
40 132-170 127-180 4-310 3.8% 0-095 0.2% 97% True False 2,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-252
2.618 133-295
1.618 133-125
1.000 133-020
0.618 132-275
HIGH 132-170
0.618 132-105
0.500 132-085
0.382 132-065
LOW 132-000
0.618 131-215
1.000 131-150
1.618 131-045
2.618 130-195
4.250 129-238
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 132-115 132-115
PP 132-100 132-100
S1 132-085 132-085

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.