ECBOT 5 Year T-Note Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 119-162 119-260 0-098 0.3% 118-310
High 119-275 119-267 -0-008 0.0% 119-275
Low 119-160 119-192 0-032 0.1% 118-212
Close 119-265 119-197 -0-068 -0.2% 119-265
Range 0-115 0-075 -0-040 -34.8% 1-063
ATR 0-136 0-131 -0-004 -3.2% 0-000
Volume 653,846 671,974 18,128 2.8% 2,215,398
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 120-124 120-075 119-238
R3 120-049 120-000 119-218
R2 119-294 119-294 119-211
R1 119-245 119-245 119-204 119-232
PP 119-219 119-219 119-219 119-212
S1 119-170 119-170 119-190 119-157
S2 119-144 119-144 119-183
S3 119-069 119-095 119-176
S4 118-314 119-020 119-156
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 123-013 122-202 120-156
R3 121-270 121-139 120-050
R2 120-207 120-207 120-015
R1 120-076 120-076 119-300 120-142
PP 119-144 119-144 119-144 119-177
S1 119-013 119-013 119-230 119-078
S2 118-081 118-081 119-195
S3 117-018 117-270 119-160
S4 115-275 116-207 119-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-275 118-212 1-063 1.0% 0-129 0.3% 80% False False 503,710
10 119-275 118-212 1-063 1.0% 0-124 0.3% 80% False False 443,837
20 119-275 117-297 1-298 1.6% 0-124 0.3% 87% False False 455,029
40 119-275 116-200 3-075 2.7% 0-129 0.3% 92% False False 452,116
60 119-275 115-020 4-255 4.0% 0-146 0.4% 95% False False 363,543
80 119-275 113-120 6-155 5.4% 0-122 0.3% 96% False False 272,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 120-266
2.618 120-143
1.618 120-068
1.000 120-022
0.618 119-313
HIGH 119-267
0.618 119-238
0.500 119-230
0.382 119-221
LOW 119-192
0.618 119-146
1.000 119-117
1.618 119-071
2.618 118-316
4.250 118-193
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 119-230 119-181
PP 119-219 119-166
S1 119-208 119-150

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.