ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 122-280 122-240 -0-040 -0.1% 122-210
High 122-280 122-250 -0-030 -0.1% 122-280
Low 122-180 122-200 0-020 0.1% 122-180
Close 122-190 122-220 0-030 0.1% 122-190
Range 0-100 0-050 -0-050 -50.0% 0-100
ATR 0-079 0-078 -0-001 -1.8% 0-000
Volume 9,217 3,733 -5,484 -59.5% 25,324
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-053 123-027 122-248
R3 123-003 122-297 122-234
R2 122-273 122-273 122-229
R1 122-247 122-247 122-225 122-235
PP 122-223 122-223 122-223 122-218
S1 122-197 122-197 122-215 122-185
S2 122-173 122-173 122-211
S3 122-123 122-147 122-206
S4 122-073 122-097 122-192
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 123-197 123-133 122-245
R3 123-097 123-033 122-218
R2 122-317 122-317 122-208
R1 122-253 122-253 122-199 122-235
PP 122-217 122-217 122-217 122-208
S1 122-153 122-153 122-181 122-135
S2 122-117 122-117 122-172
S3 122-017 122-053 122-162
S4 121-237 121-273 122-135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-280 122-180 0-100 0.3% 0-068 0.2% 40% False False 5,770
10 122-290 122-130 0-160 0.4% 0-054 0.1% 56% False False 4,473
20 122-290 121-030 1-260 1.5% 0-055 0.1% 88% False False 3,507
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-142
2.618 123-061
1.618 123-011
1.000 122-300
0.618 122-281
HIGH 122-250
0.618 122-231
0.500 122-225
0.382 122-219
LOW 122-200
0.618 122-169
1.000 122-150
1.618 122-119
2.618 122-069
4.250 121-308
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 122-225 122-230
PP 122-223 122-227
S1 122-222 122-223

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.