ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 133-185 133-170 -0-015 0.0% 132-165
High 133-305 133-280 -0-025 -0.1% 133-305
Low 133-155 133-145 -0-010 0.0% 132-055
Close 133-185 133-260 0-075 0.2% 133-185
Range 0-150 0-135 -0-015 -10.0% 1-250
ATR 0-181 0-178 -0-003 -1.8% 0-000
Volume 805,344 677,347 -127,997 -15.9% 4,387,268
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 134-313 134-262 134-014
R3 134-178 134-127 133-297
R2 134-043 134-043 133-285
R1 133-312 133-312 133-272 134-018
PP 133-228 133-228 133-228 133-241
S1 133-177 133-177 133-248 133-202
S2 133-093 133-093 133-235
S3 132-278 133-042 133-223
S4 132-143 132-227 133-186
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 138-185 137-275 134-178
R3 136-255 136-025 134-022
R2 135-005 135-005 133-290
R1 134-095 134-095 133-237 134-210
PP 133-075 133-075 133-075 133-132
S1 132-165 132-165 133-133 132-280
S2 131-145 131-145 133-080
S3 129-215 130-235 133-028
S4 127-285 128-305 132-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-305 132-060 1-245 1.3% 0-179 0.4% 92% False False 885,036
10 133-305 132-050 1-255 1.3% 0-177 0.4% 92% False False 884,234
20 134-295 132-050 2-245 2.1% 0-184 0.4% 60% False False 847,577
40 135-155 132-050 3-105 2.5% 0-172 0.4% 50% False False 764,489
60 135-155 132-050 3-105 2.5% 0-188 0.4% 50% False False 862,460
80 135-155 130-290 4-185 3.4% 0-184 0.4% 63% False False 723,615
100 135-155 129-180 5-295 4.4% 0-168 0.4% 72% False False 579,293
120 135-155 126-270 8-205 6.5% 0-144 0.3% 81% False False 482,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-035
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135-214
2.618 134-313
1.618 134-178
1.000 134-095
0.618 134-043
HIGH 133-280
0.618 133-228
0.500 133-212
0.382 133-197
LOW 133-145
0.618 133-062
1.000 133-010
1.618 132-247
2.618 132-112
4.250 131-211
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 133-244 133-241
PP 133-228 133-222
S1 133-212 133-202

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.