ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 130-035 130-145 0-110 0.3% 129-200
High 130-190 130-275 0-085 0.2% 130-155
Low 129-275 130-075 0-120 0.3% 129-035
Close 130-155 130-260 0-105 0.3% 129-270
Range 0-235 0-200 -0-035 -14.9% 1-120
ATR 0-245 0-242 -0-003 -1.3% 0-000
Volume 878,424 828,943 -49,481 -5.6% 4,073,588
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 132-163 132-092 131-050
R3 131-283 131-212 130-315
R2 131-083 131-083 130-297
R1 131-012 131-012 130-278 131-048
PP 130-203 130-203 130-203 130-221
S1 130-132 130-132 130-242 130-168
S2 130-003 130-003 130-223
S3 129-123 129-252 130-205
S4 128-243 129-052 130-150
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 133-300 133-085 130-192
R3 132-180 131-285 130-071
R2 131-060 131-060 130-031
R1 130-165 130-165 129-310 130-272
PP 129-260 129-260 129-260 129-314
S1 129-045 129-045 129-230 129-152
S2 128-140 128-140 129-189
S3 127-020 127-245 129-149
S4 125-220 126-125 129-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-275 129-125 1-150 1.1% 0-247 0.6% 97% True False 800,477
10 130-275 128-200 2-075 1.7% 0-246 0.6% 98% True False 874,112
20 130-275 128-200 2-075 1.7% 0-234 0.6% 98% True False 585,718
40 130-275 126-070 4-205 3.5% 0-232 0.6% 99% True False 294,531
60 131-050 126-070 4-300 3.8% 0-204 0.5% 93% False False 196,622
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 0-078
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-165
2.618 132-159
1.618 131-279
1.000 131-155
0.618 131-079
HIGH 130-275
0.618 130-199
0.500 130-175
0.382 130-151
LOW 130-075
0.618 129-271
1.000 129-195
1.618 129-071
2.618 128-191
4.250 127-185
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 130-232 130-201
PP 130-203 130-142
S1 130-175 130-082

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.