ECBOT 5 Year T-Note Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 115-210 115-140 -0-070 -0.2% 115-250
High 115-225 115-155 -0-070 -0.2% 116-047
Low 115-122 115-067 -0-055 -0.1% 115-150
Close 115-142 115-090 -0-052 -0.1% 115-200
Range 0-103 0-088 -0-015 -14.6% 0-217
ATR 0-101 0-100 -0-001 -0.9% 0-000
Volume 351,926 434,896 82,970 23.6% 1,946,397
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 116-048 115-317 115-138
R3 115-280 115-229 115-114
R2 115-192 115-192 115-106
R1 115-141 115-141 115-098 115-122
PP 115-104 115-104 115-104 115-095
S1 115-053 115-053 115-082 115-034
S2 115-016 115-016 115-074
S3 114-248 114-285 115-066
S4 114-160 114-197 115-042
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 117-250 117-122 115-319
R3 117-033 116-225 115-260
R2 116-136 116-136 115-240
R1 116-008 116-008 115-220 115-284
PP 115-239 115-239 115-239 115-217
S1 115-111 115-111 115-180 115-066
S2 115-022 115-022 115-160
S3 114-125 114-214 115-140
S4 113-228 113-317 115-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-317 115-067 0-250 0.7% 0-101 0.3% 9% False True 422,521
10 116-047 115-067 0-300 0.8% 0-100 0.3% 8% False True 403,612
20 116-047 114-200 1-167 1.3% 0-108 0.3% 43% False False 258,826
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-209
2.618 116-065
1.618 115-297
1.000 115-243
0.618 115-209
HIGH 115-155
0.618 115-121
0.500 115-111
0.382 115-101
LOW 115-067
0.618 115-013
1.000 114-299
1.618 114-245
2.618 114-157
4.250 114-013
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 115-111 115-154
PP 115-104 115-132
S1 115-097 115-111

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.