ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 131-210 131-230 0-020 0.0% 131-185
High 131-250 132-045 0-115 0.3% 131-290
Low 131-145 131-225 0-080 0.2% 131-095
Close 131-215 131-315 0-100 0.2% 131-215
Range 0-105 0-140 0-035 33.3% 0-195
ATR 0-199 0-196 -0-004 -1.8% 0-000
Volume 696,774 795,588 98,814 14.2% 4,357,463
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-082 133-018 132-072
R3 132-262 132-198 132-034
R2 132-122 132-122 132-021
R1 132-058 132-058 132-008 132-090
PP 131-302 131-302 131-302 131-318
S1 131-238 131-238 131-302 131-270
S2 131-162 131-162 131-289
S3 131-022 131-098 131-276
S4 130-202 130-278 131-238
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-145 133-055 132-002
R3 132-270 132-180 131-269
R2 132-075 132-075 131-251
R1 131-305 131-305 131-233 132-030
PP 131-200 131-200 131-200 131-222
S1 131-110 131-110 131-197 131-155
S2 131-005 131-005 131-179
S3 130-130 130-235 131-161
S4 129-255 130-040 131-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-045 131-095 0-270 0.6% 0-129 0.3% 81% True False 833,757
10 132-045 130-295 1-070 0.9% 0-152 0.4% 87% True False 961,457
20 132-045 128-200 3-165 2.7% 0-192 0.5% 96% True False 990,167
40 132-045 127-230 4-135 3.4% 0-205 0.5% 96% True False 1,038,327
60 132-050 127-230 4-140 3.4% 0-190 0.5% 96% False False 702,839
80 132-050 127-230 4-140 3.4% 0-175 0.4% 96% False False 527,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-000
2.618 133-092
1.618 132-272
1.000 132-185
0.618 132-132
HIGH 132-045
0.618 131-312
0.500 131-295
0.382 131-278
LOW 131-225
0.618 131-138
1.000 131-085
1.618 130-318
2.618 130-178
4.250 129-270
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 131-308 131-293
PP 131-302 131-272
S1 131-295 131-250

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.