ECBOT 10 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 117-075 118-040 0-285 0.8% 117-190
High 118-050 118-080 0-030 0.1% 118-080
Low 117-065 117-180 0-115 0.3% 117-000
Close 118-015 117-190 -0-145 -0.4% 117-190
Range 0-305 0-220 -0-085 -27.9% 1-080
ATR 0-223 0-223 0-000 -0.1% 0-000
Volume 676,387 734,075 57,688 8.5% 3,545,737
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 119-277 119-133 117-311
R3 119-057 118-233 117-250
R2 118-157 118-157 117-230
R1 118-013 118-013 117-210 117-295
PP 117-257 117-257 117-257 117-238
S1 117-113 117-113 117-170 117-075
S2 117-037 117-037 117-150
S3 116-137 116-213 117-130
S4 115-237 115-313 117-069
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 121-117 120-233 118-090
R3 120-037 119-153 117-300
R2 118-277 118-277 117-263
R1 118-073 118-073 117-227 118-070
PP 117-197 117-197 117-197 117-195
S1 116-313 116-313 117-153 116-310
S2 116-117 116-117 117-117
S3 115-037 115-233 117-080
S4 113-277 114-153 116-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-000 1-080 1.1% 0-211 0.6% 48% True False 709,147
10 119-000 117-000 2-000 1.7% 0-224 0.6% 30% False False 781,297
20 120-150 117-000 3-150 2.9% 0-230 0.6% 17% False False 677,263
40 120-150 115-170 4-300 4.2% 0-219 0.6% 42% False False 343,702
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-055
2.618 120-016
1.618 119-116
1.000 118-300
0.618 118-216
HIGH 118-080
0.618 117-316
0.500 117-290
0.382 117-264
LOW 117-180
0.618 117-044
1.000 116-280
1.618 116-144
2.618 115-244
4.250 114-205
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 117-290 117-212
PP 117-257 117-205
S1 117-223 117-198

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.