ECBOT 5 Year T-Note Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 118-200 118-050 -0-150 -0.4% 117-187
High 118-237 118-112 -0-125 -0.3% 118-250
Low 117-305 117-285 -0-020 -0.1% 117-150
Close 118-067 118-017 -0-050 -0.1% 118-017
Range 0-252 0-147 -0-105 -41.7% 1-100
ATR 0-181 0-179 -0-002 -1.3% 0-000
Volume 668,728 565,593 -103,135 -15.4% 3,990,749
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 119-152 119-072 118-098
R3 119-005 118-245 118-057
R2 118-178 118-178 118-044
R1 118-098 118-098 118-030 118-064
PP 118-031 118-031 118-031 118-015
S1 117-271 117-271 118-004 117-238
S2 117-204 117-204 117-310
S3 117-057 117-124 117-297
S4 116-230 116-297 117-256
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-012 121-115 118-248
R3 120-232 120-015 118-132
R2 119-132 119-132 118-094
R1 118-235 118-235 118-056 119-024
PP 118-032 118-032 118-032 118-087
S1 117-135 117-135 117-298 117-244
S2 116-252 116-252 117-260
S3 115-152 116-035 117-222
S4 114-052 114-255 117-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-250 117-150 1-100 1.1% 0-249 0.7% 45% False False 798,149
10 118-250 116-150 2-100 2.0% 0-200 0.5% 69% False False 703,118
20 118-250 115-220 3-030 2.6% 0-180 0.5% 76% False False 612,122
40 118-250 115-040 3-210 3.1% 0-140 0.4% 80% False False 311,690
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-043
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-097
2.618 119-177
1.618 119-030
1.000 118-259
0.618 118-203
HIGH 118-112
0.618 118-056
0.500 118-038
0.382 118-021
LOW 117-285
0.618 117-194
1.000 117-138
1.618 117-047
2.618 116-220
4.250 115-300
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 118-038 118-080
PP 118-031 118-059
S1 118-024 118-038

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.