ECBOT 10 Year T-Note Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 130-145 130-115 -0-030 -0.1% 130-085
High 130-180 130-170 -0-010 0.0% 130-245
Low 129-310 130-030 0-040 0.1% 129-160
Close 130-130 130-050 -0-080 -0.2% 130-160
Range 0-190 0-140 -0-050 -26.3% 1-085
ATR 0-264 0-255 -0-009 -3.4% 0-000
Volume 51,960 38,626 -13,334 -25.7% 3,674,987
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 131-183 131-097 130-127
R3 131-043 130-277 130-088
R2 130-223 130-223 130-076
R1 130-137 130-137 130-063 130-110
PP 130-083 130-083 130-083 130-070
S1 129-317 129-317 130-037 129-290
S2 129-263 129-263 130-024
S3 129-123 129-177 130-012
S4 128-303 129-037 129-293
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 134-017 133-173 131-063
R3 132-252 132-088 130-271
R2 131-167 131-167 130-234
R1 131-003 131-003 130-197 131-085
PP 130-082 130-082 130-082 130-122
S1 129-238 129-238 130-123 130-000
S2 128-317 128-317 130-086
S3 127-232 128-153 130-049
S4 126-147 127-068 129-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-225 129-160 1-065 0.9% 0-241 0.6% 55% False False 144,668
10 131-095 129-160 1-255 1.4% 0-238 0.6% 37% False False 713,561
20 131-095 129-160 1-255 1.4% 0-239 0.6% 37% False False 786,502
40 131-095 127-060 4-035 3.2% 0-273 0.7% 72% False False 956,832
60 131-300 127-060 4-240 3.6% 0-276 0.7% 63% False False 995,132
80 131-300 127-060 4-240 3.6% 0-276 0.7% 63% False False 893,841
100 131-300 122-130 9-170 7.3% 0-287 0.7% 81% False False 715,746
120 131-300 120-120 11-180 8.9% 0-269 0.6% 85% False False 596,649
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132-125
2.618 131-217
1.618 131-077
1.000 130-310
0.618 130-257
HIGH 130-170
0.618 130-117
0.500 130-100
0.382 130-083
LOW 130-030
0.618 129-263
1.000 129-210
1.618 129-123
2.618 128-303
4.250 128-075
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 130-100 130-039
PP 130-083 130-028
S1 130-067 130-018

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.