ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 129-200 129-090 -0-110 -0.3% 129-110
High 129-210 129-090 -0-120 -0.3% 131-050
Low 129-000 128-150 -0-170 -0.4% 129-110
Close 128-260 128-290 0-030 0.1% 130-100
Range 0-210 0-260 0-050 23.8% 1-260
ATR 0-152 0-160 0-008 5.1% 0-000
Volume 35 8,387 8,352 23,862.9% 131
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 131-103 130-297 129-113
R3 130-163 130-037 129-042
R2 129-223 129-223 129-018
R1 129-097 129-097 128-314 129-030
PP 128-283 128-283 128-283 128-250
S1 128-157 128-157 128-266 128-090
S2 128-023 128-023 128-242
S3 127-083 127-217 128-218
S4 126-143 126-277 128-147
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-227 134-263 131-099
R3 133-287 133-003 130-260
R2 132-027 132-027 130-206
R1 131-063 131-063 130-153 131-205
PP 130-087 130-087 130-087 130-158
S1 129-123 129-123 130-047 129-265
S2 128-147 128-147 129-314
S3 126-207 127-183 129-260
S4 124-267 125-243 129-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 128-150 2-220 2.1% 0-168 0.4% 16% False True 1,719
10 131-050 128-150 2-220 2.1% 0-093 0.2% 16% False True 861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-235
2.618 131-131
1.618 130-191
1.000 130-030
0.618 129-251
HIGH 129-090
0.618 128-311
0.500 128-280
0.382 128-249
LOW 128-150
0.618 127-309
1.000 127-210
1.618 127-049
2.618 126-109
4.250 125-005
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 128-287 129-020
PP 128-283 129-003
S1 128-280 128-307

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.