ECBOT 10 Year T-Note Future December 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 132-140 132-140 0-000 0.0% 131-120
High 132-280 132-245 -0-035 -0.1% 132-280
Low 132-130 132-115 -0-015 0.0% 131-030
Close 132-160 132-230 0-070 0.2% 132-160
Range 0-150 0-130 -0-020 -13.3% 1-250
ATR 0-160 0-158 -0-002 -1.3% 0-000
Volume 98,146 295,133 196,987 200.7% 212,936
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 133-267 133-218 132-302
R3 133-137 133-088 132-266
R2 133-007 133-007 132-254
R1 132-278 132-278 132-242 132-302
PP 132-197 132-197 132-197 132-209
S1 132-148 132-148 132-218 132-172
S2 132-067 132-067 132-206
S3 131-257 132-018 132-194
S4 131-127 131-208 132-158
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 137-160 136-250 133-154
R3 135-230 135-000 132-317
R2 133-300 133-300 132-264
R1 133-070 133-070 132-212 133-185
PP 132-050 132-050 132-050 132-108
S1 131-140 131-140 132-108 131-255
S2 130-120 130-120 132-056
S3 128-190 129-210 132-003
S4 126-260 127-280 131-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-280 131-030 1-250 1.3% 0-170 0.4% 91% False False 98,558
10 132-280 131-030 1-250 1.3% 0-161 0.4% 91% False False 56,409
20 133-280 131-030 2-250 2.1% 0-166 0.4% 58% False False 31,084
40 134-180 131-030 3-150 2.6% 0-124 0.3% 47% False False 15,791
60 134-180 131-030 3-150 2.6% 0-089 0.2% 47% False False 10,529
80 134-180 130-230 3-270 2.9% 0-070 0.2% 52% False False 7,897
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 0-030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 134-158
2.618 133-265
1.618 133-135
1.000 133-055
0.618 133-005
HIGH 132-245
0.618 132-195
0.500 132-180
0.382 132-165
LOW 132-115
0.618 132-035
1.000 131-305
1.618 131-225
2.618 131-095
4.250 130-202
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 132-213 132-212
PP 132-197 132-193
S1 132-180 132-175

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.