ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 133-010 133-270 0-260 0.6% 134-240
High 133-300 133-305 0-005 0.0% 134-295
Low 132-180 133-050 0-190 0.4% 133-045
Close 133-250 133-070 -0-180 -0.4% 133-155
Range 1-120 0-255 -0-185 -42.0% 1-250
ATR 0-214 0-217 0-003 1.4% 0-000
Volume 1,219,047 1,235,842 16,795 1.4% 6,156,314
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 135-267 135-103 133-210
R3 135-012 134-168 133-140
R2 134-077 134-077 133-117
R1 133-233 133-233 133-093 133-188
PP 133-142 133-142 133-142 133-119
S1 132-298 132-298 133-047 132-252
S2 132-207 132-207 133-023
S3 131-272 132-043 133-000
S4 131-017 131-108 132-250
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 139-062 138-038 134-148
R3 137-132 136-108 133-312
R2 135-202 135-202 133-260
R1 134-178 134-178 133-207 134-065
PP 133-272 133-272 133-272 133-215
S1 132-248 132-248 133-103 132-135
S2 132-022 132-022 133-050
S3 130-092 130-318 132-318
S4 128-162 129-068 132-162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-055 132-180 1-195 1.2% 0-269 0.6% 41% False False 1,309,619
10 134-310 132-180 2-130 1.8% 0-276 0.6% 27% False False 1,302,414
20 134-310 132-000 2-310 2.2% 0-214 0.5% 41% False False 735,654
40 134-310 130-050 4-260 3.6% 0-166 0.4% 64% False False 369,614
60 134-310 126-270 8-040 6.1% 0-130 0.3% 78% False False 246,587
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-109
2.618 136-013
1.618 135-078
1.000 134-240
0.618 134-143
HIGH 133-305
0.618 133-208
0.500 133-178
0.382 133-147
LOW 133-050
0.618 132-212
1.000 132-115
1.618 131-277
2.618 131-022
4.250 129-246
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 133-178 133-118
PP 133-142 133-102
S1 133-106 133-086

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.