ECBOT 5 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 120-117 120-217 0-100 0.3% 119-292
High 120-245 121-000 0-075 0.2% 120-250
Low 120-117 120-190 0-073 0.2% 119-252
Close 120-230 120-317 0-087 0.2% 120-117
Range 0-128 0-130 0-002 1.6% 0-318
ATR 0-140 0-140 -0-001 -0.5% 0-000
Volume 280,065 499,875 219,810 78.5% 1,974,966
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 122-026 121-301 121-068
R3 121-216 121-171 121-033
R2 121-086 121-086 121-021
R1 121-041 121-041 121-009 121-064
PP 120-276 120-276 120-276 120-287
S1 120-231 120-231 120-305 120-254
S2 120-146 120-146 120-293
S3 120-016 120-101 120-281
S4 119-206 119-291 120-246
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 123-094 122-263 120-292
R3 122-096 121-265 120-204
R2 121-098 121-098 120-175
R1 120-267 120-267 120-146 121-022
PP 120-100 120-100 120-100 120-137
S1 119-269 119-269 120-088 120-024
S2 119-102 119-102 120-059
S3 118-104 118-271 120-030
S4 117-106 117-273 119-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-000 120-097 0-223 0.6% 0-114 0.3% 99% True False 403,336
10 121-000 119-175 1-145 1.2% 0-126 0.3% 99% True False 403,867
20 121-000 118-297 2-023 1.7% 0-150 0.4% 100% True False 418,301
40 121-000 118-270 2-050 1.8% 0-133 0.3% 100% True False 248,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-232
2.618 122-020
1.618 121-210
1.000 121-130
0.618 121-080
HIGH 121-000
0.618 120-270
0.500 120-255
0.382 120-240
LOW 120-190
0.618 120-110
1.000 120-060
1.618 119-300
2.618 119-170
4.250 118-278
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 120-296 120-281
PP 120-276 120-245
S1 120-255 120-208

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.