ECBOT 5 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 117-195 117-232 0-037 0.1% 117-037
High 117-240 118-007 0-087 0.2% 117-242
Low 117-062 117-175 0-113 0.3% 116-250
Close 117-210 117-220 0-010 0.0% 117-230
Range 0-178 0-152 -0-026 -14.6% 0-312
ATR 0-191 0-188 -0-003 -1.5% 0-000
Volume 312,500 464,984 152,484 48.8% 1,081,482
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 119-057 118-290 117-304
R3 118-225 118-138 117-262
R2 118-073 118-073 117-248
R1 117-306 117-306 117-234 117-274
PP 117-241 117-241 117-241 117-224
S1 117-154 117-154 117-206 117-122
S2 117-089 117-089 117-192
S3 116-257 117-002 117-178
S4 116-105 116-170 117-136
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 120-110 120-002 118-082
R3 119-118 119-010 117-316
R2 118-126 118-126 117-287
R1 118-018 118-018 117-259 118-072
PP 117-134 117-134 117-134 117-161
S1 117-026 117-026 117-201 117-080
S2 116-142 116-142 117-173
S3 115-150 116-034 117-144
S4 114-158 115-042 117-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-007 116-265 1-062 1.0% 0-180 0.5% 72% True False 283,366
10 118-007 116-250 1-077 1.1% 0-169 0.4% 73% True False 253,673
20 119-225 116-200 3-025 2.6% 0-208 0.6% 35% False False 386,771
40 121-150 116-200 4-270 4.1% 0-199 0.5% 22% False False 297,135
60 121-260 116-200 5-060 4.4% 0-147 0.4% 20% False False 198,318
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-013
2.618 119-085
1.618 118-253
1.000 118-159
0.618 118-101
HIGH 118-007
0.618 117-269
0.500 117-251
0.382 117-233
LOW 117-175
0.618 117-081
1.000 117-023
1.618 116-249
2.618 116-097
4.250 115-169
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 117-251 117-212
PP 117-241 117-203
S1 117-230 117-194

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.