ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 132-230 133-220 0-310 0.7% 132-210
High 133-260 134-100 0-160 0.4% 132-280
Low 132-220 133-150 0-250 0.6% 132-030
Close 133-230 133-300 0-070 0.2% 132-250
Range 1-040 0-270 -0-090 -25.0% 0-250
ATR 0-167 0-174 0-007 4.4% 0-000
Volume 1,611,428 1,102,279 -509,149 -31.6% 1,051,406
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 136-140 136-010 134-128
R3 135-190 135-060 134-054
R2 134-240 134-240 134-030
R1 134-110 134-110 134-005 134-175
PP 133-290 133-290 133-290 134-002
S1 133-160 133-160 133-275 133-225
S2 133-020 133-020 133-250
S3 132-070 132-210 133-226
S4 131-120 131-260 133-152
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 134-297 134-203 133-068
R3 134-047 133-273 132-319
R2 133-117 133-117 132-296
R1 133-023 133-023 132-273 133-070
PP 132-187 132-187 132-187 132-210
S1 132-093 132-093 132-227 132-140
S2 131-257 131-257 132-204
S3 131-007 131-163 132-181
S4 130-077 130-233 132-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-100 132-110 1-310 1.5% 0-232 0.5% 81% True False 828,122
10 134-100 132-030 2-070 1.7% 0-186 0.4% 83% True False 436,944
20 134-100 130-270 3-150 2.6% 0-160 0.4% 89% True False 222,310
40 134-100 128-200 5-220 4.2% 0-130 0.3% 93% True False 112,064
60 134-100 126-270 7-150 5.6% 0-094 0.2% 95% True False 74,746
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-288
2.618 136-167
1.618 135-217
1.000 135-050
0.618 134-267
HIGH 134-100
0.618 133-317
0.500 133-285
0.382 133-253
LOW 133-150
0.618 132-303
1.000 132-200
1.618 132-033
2.618 131-083
4.250 129-282
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 133-295 133-243
PP 133-290 133-187
S1 133-285 133-130

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.