ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 133-140 133-025 -0-115 -0.3% 133-010
High 133-190 133-175 -0-015 0.0% 133-305
Low 132-295 133-005 0-030 0.1% 132-180
Close 133-065 133-115 0-050 0.1% 133-250
Range 0-215 0-170 -0-045 -20.9% 1-125
ATR 0-220 0-217 -0-004 -1.6% 0-000
Volume 1,258,603 998,349 -260,254 -20.7% 5,829,938
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 134-288 134-212 133-208
R3 134-118 134-042 133-162
R2 133-268 133-268 133-146
R1 133-192 133-192 133-131 133-230
PP 133-098 133-098 133-098 133-118
S1 133-022 133-022 133-099 133-060
S2 132-248 132-248 133-084
S3 132-078 132-172 133-068
S4 131-228 132-002 133-022
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 137-193 137-027 134-175
R3 136-068 135-222 134-052
R2 134-263 134-263 134-012
R1 134-097 134-097 133-291 134-180
PP 133-138 133-138 133-138 133-180
S1 132-292 132-292 133-209 133-055
S2 132-013 132-013 133-168
S3 130-208 131-167 133-128
S4 129-083 130-042 133-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-315 132-295 1-020 0.8% 0-212 0.5% 41% False False 968,046
10 134-055 132-180 1-195 1.2% 0-247 0.6% 50% False False 1,099,311
20 134-310 132-110 2-200 2.0% 0-242 0.6% 39% False False 1,090,903
40 134-310 130-180 4-130 3.3% 0-189 0.4% 63% False False 553,419
60 134-310 127-210 7-100 5.5% 0-154 0.4% 78% False False 369,370
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-050
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 135-258
2.618 134-300
1.618 134-130
1.000 134-025
0.618 133-280
HIGH 133-175
0.618 133-110
0.500 133-090
0.382 133-070
LOW 133-005
0.618 132-220
1.000 132-155
1.618 132-050
2.618 131-200
4.250 130-242
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 133-107 133-142
PP 133-098 133-133
S1 133-090 133-124

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.