ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 117-000 117-015 0-015 0.0% 117-140
High 117-032 117-067 0-035 0.1% 117-150
Low 116-210 116-242 0-032 0.1% 116-200
Close 116-317 116-267 -0-050 -0.1% 117-050
Range 0-142 0-145 0-003 2.1% 0-270
ATR 0-166 0-164 -0-001 -0.9% 0-000
Volume 429,725 340,826 -88,899 -20.7% 2,373,270
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 118-094 118-005 117-027
R3 117-269 117-180 116-307
R2 117-124 117-124 116-294
R1 117-035 117-035 116-280 117-007
PP 116-299 116-299 116-299 116-284
S1 116-210 116-210 116-254 116-182
S2 116-154 116-154 116-240
S3 116-009 116-065 116-227
S4 115-184 115-240 116-187
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 119-197 119-073 117-198
R3 118-247 118-123 117-124
R2 117-297 117-297 117-100
R1 117-173 117-173 117-075 117-100
PP 117-027 117-027 117-027 116-310
S1 116-223 116-223 117-025 116-150
S2 116-077 116-077 117-000
S3 115-127 115-273 116-296
S4 114-177 115-003 116-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-110 116-200 0-230 0.6% 0-153 0.4% 29% False False 415,561
10 117-150 116-020 1-130 1.2% 0-163 0.4% 55% False False 457,953
20 117-220 115-310 1-230 1.5% 0-180 0.5% 50% False False 338,705
40 117-220 113-240 3-300 3.4% 0-135 0.4% 78% False False 172,112
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-043
2.618 118-127
1.618 117-302
1.000 117-212
0.618 117-157
HIGH 117-067
0.618 117-012
0.500 116-314
0.382 116-297
LOW 116-242
0.618 116-152
1.000 116-097
1.618 116-007
2.618 115-182
4.250 114-266
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 116-314 116-298
PP 116-299 116-288
S1 116-283 116-278

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.