ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 120-050 119-200 -0-170 -0.4% 119-210
High 120-060 120-050 -0-010 0.0% 120-160
Low 119-140 119-100 -0-040 -0.1% 119-140
Close 119-170 120-020 0-170 0.4% 119-170
Range 0-240 0-270 0-030 12.5% 1-020
ATR 0-123 0-134 0-010 8.5% 0-000
Volume 430,606 501,675 71,069 16.5% 931,704
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 122-120 122-020 120-168
R3 121-170 121-070 120-094
R2 120-220 120-220 120-070
R1 120-120 120-120 120-045 120-170
PP 119-270 119-270 119-270 119-295
S1 119-170 119-170 119-315 119-220
S2 119-000 119-000 119-290
S3 118-050 118-220 119-266
S4 117-100 117-270 119-192
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 123-003 122-107 120-037
R3 121-303 121-087 119-264
R2 120-283 120-283 119-232
R1 120-067 120-067 119-201 120-005
PP 119-263 119-263 119-263 119-232
S1 119-047 119-047 119-139 118-305
S2 118-243 118-243 119-108
S3 117-223 118-027 119-076
S4 116-203 117-007 118-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-160 119-100 1-060 1.0% 0-196 0.5% 63% False True 270,569
10 120-160 119-100 1-060 1.0% 0-160 0.4% 63% False True 152,516
20 120-160 118-270 1-210 1.4% 0-117 0.3% 74% False False 78,777
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 0-042
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 123-238
2.618 122-117
1.618 121-167
1.000 121-000
0.618 120-217
HIGH 120-050
0.618 119-267
0.500 119-235
0.382 119-203
LOW 119-100
0.618 118-253
1.000 118-150
1.618 117-303
2.618 117-033
4.250 115-232
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 119-305 119-310
PP 119-270 119-280
S1 119-235 119-250

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.