ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 116-080 115-270 -0-130 -0.3% 116-200
High 117-000 116-180 -0-140 -0.4% 117-160
Low 115-170 115-240 0-070 0.2% 116-010
Close 115-220 116-170 0-270 0.7% 116-080
Range 1-150 0-260 -0-210 -44.7% 1-150
ATR 0-226 0-230 0-004 1.7% 0-000
Volume 764 470 -294 -38.5% 1,226
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 118-230 118-140 116-313
R3 117-290 117-200 116-242
R2 117-030 117-030 116-218
R1 116-260 116-260 116-194 116-305
PP 116-090 116-090 116-090 116-112
S1 116-000 116-000 116-146 116-045
S2 115-150 115-150 116-122
S3 114-210 115-060 116-098
S4 113-270 114-120 116-027
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 121-000 120-030 117-018
R3 119-170 118-200 116-209
R2 118-020 118-020 116-166
R1 117-050 117-050 116-123 116-280
PP 116-190 116-190 116-190 116-145
S1 115-220 115-220 116-037 115-130
S2 115-040 115-040 115-314
S3 113-210 114-070 115-271
S4 112-060 112-240 115-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-120 115-170 1-270 1.6% 0-250 0.7% 54% False False 277
10 117-160 115-170 1-310 1.7% 0-215 0.6% 51% False False 359
20 118-150 115-170 2-300 2.5% 0-208 0.6% 34% False False 992
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-005
2.618 118-221
1.618 117-281
1.000 117-120
0.618 117-021
HIGH 116-180
0.618 116-081
0.500 116-050
0.382 116-019
LOW 115-240
0.618 115-079
1.000 114-300
1.618 114-139
2.618 113-199
4.250 112-095
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 116-130 116-142
PP 116-090 116-113
S1 116-050 116-085

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.