ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 120-180 120-235 0-055 0.1% 120-245
High 120-275 120-305 0-030 0.1% 121-155
Low 120-105 119-220 -0-205 -0.5% 120-005
Close 120-250 119-265 -0-305 -0.8% 120-275
Range 0-170 1-085 0-235 138.2% 1-150
ATR 0-289 0-298 0-008 2.9% 0-000
Volume 924,621 1,381,879 457,258 49.5% 5,189,556
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 123-305 123-050 120-168
R3 122-220 121-285 120-056
R2 121-135 121-135 120-019
R1 120-200 120-200 119-302 120-125
PP 120-050 120-050 120-050 120-012
S1 119-115 119-115 119-228 119-040
S2 118-285 118-285 119-191
S3 117-200 118-030 119-154
S4 116-115 116-265 119-042
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 125-062 124-158 121-214
R3 123-232 123-008 121-084
R2 122-082 122-082 121-041
R1 121-178 121-178 120-318 121-290
PP 120-252 120-252 120-252 120-308
S1 120-028 120-028 120-232 120-140
S2 119-102 119-102 120-189
S3 117-272 118-198 120-146
S4 116-122 117-048 120-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-155 119-220 1-255 1.5% 0-284 0.7% 8% False True 1,160,471
10 121-155 119-105 2-050 1.8% 0-264 0.7% 23% False False 1,103,343
20 121-155 118-285 2-190 2.2% 0-285 0.7% 36% False False 830,396
40 124-300 118-170 6-130 5.3% 1-001 0.8% 20% False False 885,922
60 127-080 118-170 8-230 7.3% 0-305 0.8% 15% False False 595,430
80 127-080 118-170 8-230 7.3% 0-268 0.7% 15% False False 446,957
100 127-080 118-170 8-230 7.3% 0-237 0.6% 15% False False 357,585
120 127-080 118-170 8-230 7.3% 0-200 0.5% 15% False False 297,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-069
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 126-106
2.618 124-085
1.618 123-000
1.000 122-070
0.618 121-235
HIGH 120-305
0.618 120-150
0.500 120-102
0.382 120-055
LOW 119-220
0.618 118-290
1.000 118-135
1.618 117-205
2.618 116-120
4.250 114-099
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 120-102 120-158
PP 120-050 120-087
S1 119-318 120-016

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.