ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 130-090 130-200 0-110 0.3% 130-090
High 130-170 130-300 0-130 0.3% 130-140
Low 130-090 130-200 0-110 0.3% 130-000
Close 130-130 130-300 0-170 0.4% 130-140
Range 0-080 0-100 0-020 25.0% 0-140
ATR
Volume 6 742 736 12,266.7% 116
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-247 131-213 131-035
R3 131-147 131-113 131-008
R2 131-047 131-047 130-318
R1 131-013 131-013 130-309 131-030
PP 130-267 130-267 130-267 130-275
S1 130-233 130-233 130-291 130-250
S2 130-167 130-167 130-282
S3 130-067 130-133 130-272
S4 129-287 130-033 130-245
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 131-193 131-147 130-217
R3 131-053 131-007 130-178
R2 130-233 130-233 130-166
R1 130-187 130-187 130-153 130-210
PP 130-093 130-093 130-093 130-105
S1 130-047 130-047 130-127 130-070
S2 129-273 129-273 130-114
S3 129-133 129-227 130-102
S4 128-313 129-087 130-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-300 130-020 0-280 0.7% 0-070 0.2% 100% True False 156
10 130-300 129-180 1-120 1.1% 0-081 0.2% 100% True False 92
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 0-005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-085
2.618 131-242
1.618 131-142
1.000 131-080
0.618 131-042
HIGH 130-300
0.618 130-262
0.500 130-250
0.382 130-238
LOW 130-200
0.618 130-138
1.000 130-100
1.618 130-038
2.618 129-258
4.250 129-095
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 130-283 130-265
PP 130-267 130-230
S1 130-250 130-195

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.