ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 124-055 124-135 0-080 0.2% 123-110
High 124-150 125-150 1-000 0.8% 124-210
Low 124-010 124-090 0-080 0.2% 122-300
Close 124-130 125-120 0-310 0.8% 124-045
Range 0-140 1-060 0-240 171.4% 1-230
ATR 0-257 0-266 0-009 3.4% 0-000
Volume 826,261 1,371,539 545,278 66.0% 5,841,811
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 128-193 128-057 126-009
R3 127-133 126-317 125-224
R2 126-073 126-073 125-190
R1 125-257 125-257 125-155 126-005
PP 125-013 125-013 125-013 125-048
S1 124-197 124-197 125-085 124-265
S2 123-273 123-273 125-050
S3 122-213 123-137 125-016
S4 121-153 122-077 124-231
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 129-022 128-103 125-028
R3 127-112 126-193 124-196
R2 125-202 125-202 124-146
R1 124-283 124-283 124-095 125-082
PP 123-292 123-292 123-292 124-031
S1 123-053 123-053 123-315 123-172
S2 122-062 122-062 123-264
S3 120-152 121-143 123-214
S4 118-242 119-233 123-062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-150 123-165 1-305 1.6% 0-254 0.6% 95% True False 1,197,980
10 125-150 122-300 2-170 2.0% 0-269 0.7% 96% True False 1,136,563
20 126-030 122-300 3-050 2.5% 0-296 0.7% 77% False False 1,004,342
40 126-030 121-110 4-240 3.8% 0-243 0.6% 85% False False 513,868
60 126-030 120-170 5-180 4.4% 0-214 0.5% 87% False False 342,859
80 126-030 117-140 8-210 6.9% 0-174 0.4% 92% False False 257,153
100 126-030 114-240 11-110 9.0% 0-154 0.4% 94% False False 205,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-081
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 130-165
2.618 128-185
1.618 127-125
1.000 126-210
0.618 126-065
HIGH 125-150
0.618 125-005
0.500 124-280
0.382 124-235
LOW 124-090
0.618 123-175
1.000 123-030
1.618 122-115
2.618 121-055
4.250 119-075
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 125-067 125-026
PP 125-013 124-252
S1 124-280 124-158

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.