ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 131-265 132-000 0-055 0.1% 133-000
High 132-065 132-165 0-100 0.2% 133-075
Low 131-235 131-300 0-065 0.2% 131-230
Close 132-010 132-065 0-055 0.1% 131-285
Range 0-150 0-185 0-035 23.3% 1-165
ATR 0-202 0-201 -0-001 -0.6% 0-000
Volume 741,795 763,950 22,155 3.0% 5,333,149
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 133-305 133-210 132-167
R3 133-120 133-025 132-116
R2 132-255 132-255 132-099
R1 132-160 132-160 132-082 132-208
PP 132-070 132-070 132-070 132-094
S1 131-295 131-295 132-048 132-022
S2 131-205 131-205 132-031
S3 131-020 131-110 132-014
S4 130-155 130-245 131-283
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 136-265 135-280 132-232
R3 135-100 134-115 132-098
R2 133-255 133-255 132-054
R1 132-270 132-270 132-009 132-180
PP 132-090 132-090 132-090 132-045
S1 131-105 131-105 131-241 131-015
S2 130-245 130-245 131-196
S3 129-080 129-260 131-152
S4 127-235 128-095 131-018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-310 131-230 1-080 0.9% 0-254 0.6% 39% False False 1,099,842
10 133-220 131-230 1-310 1.5% 0-233 0.6% 25% False False 1,031,984
20 133-265 131-030 2-235 2.1% 0-202 0.5% 41% False False 754,172
40 134-180 131-030 3-150 2.6% 0-185 0.4% 32% False False 380,447
60 134-180 131-030 3-150 2.6% 0-138 0.3% 32% False False 253,705
80 134-180 131-030 3-150 2.6% 0-106 0.3% 32% False False 190,280
100 134-180 130-000 4-180 3.5% 0-088 0.2% 48% False False 152,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-311
2.618 134-009
1.618 133-144
1.000 133-030
0.618 132-279
HIGH 132-165
0.618 132-094
0.500 132-072
0.382 132-051
LOW 131-300
0.618 131-186
1.000 131-115
1.618 131-001
2.618 130-136
4.250 129-154
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 132-072 132-105
PP 132-070 132-092
S1 132-068 132-078

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.