ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 116-002 115-317 -0-005 0.0% 114-260
High 116-020 116-047 0-027 0.1% 116-020
Low 115-265 115-235 -0-030 -0.1% 114-250
Close 115-317 115-295 -0-022 -0.1% 115-300
Range 0-075 0-132 0-057 76.0% 1-090
ATR 0-098 0-100 0-002 2.5% 0-000
Volume 333,488 366,359 32,871 9.9% 1,519,572
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-055 116-307 116-048
R3 116-243 116-175 116-011
R2 116-111 116-111 115-319
R1 116-043 116-043 115-307 116-011
PP 115-299 115-299 115-299 115-283
S1 115-231 115-231 115-283 115-199
S2 115-167 115-167 115-271
S3 115-035 115-099 115-259
S4 114-223 114-287 115-222
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 119-140 118-310 116-206
R3 118-050 117-220 116-093
R2 116-280 116-280 116-055
R1 116-130 116-130 116-018 116-205
PP 115-190 115-190 115-190 115-228
S1 115-040 115-040 115-262 115-115
S2 114-100 114-100 115-225
S3 113-010 113-270 115-187
S4 111-240 112-180 115-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-047 115-200 0-167 0.5% 0-098 0.3% 57% True False 384,704
10 116-047 114-200 1-167 1.3% 0-116 0.3% 85% True False 302,995
20 116-047 114-200 1-167 1.3% 0-102 0.3% 85% True False 153,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-288
2.618 117-073
1.618 116-261
1.000 116-179
0.618 116-129
HIGH 116-047
0.618 115-317
0.500 115-301
0.382 115-285
LOW 115-235
0.618 115-153
1.000 115-103
1.618 115-021
2.618 114-209
4.250 113-314
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 115-301 115-301
PP 115-299 115-299
S1 115-297 115-297

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.