ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 132-030 132-045 0-015 0.0% 131-230
High 132-170 132-120 -0-050 -0.1% 132-170
Low 131-300 132-000 0-020 0.0% 131-060
Close 132-050 132-090 0-040 0.1% 132-050
Range 0-190 0-120 -0-070 -36.8% 1-110
ATR 0-191 0-186 -0-005 -2.6% 0-000
Volume 968,279 629,196 -339,083 -35.0% 4,933,467
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 133-110 133-060 132-156
R3 132-310 132-260 132-123
R2 132-190 132-190 132-112
R1 132-140 132-140 132-101 132-165
PP 132-070 132-070 132-070 132-082
S1 132-020 132-020 132-079 132-045
S2 131-270 131-270 132-068
S3 131-150 131-220 132-057
S4 131-030 131-100 132-024
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 135-317 135-133 132-286
R3 134-207 134-023 132-168
R2 133-097 133-097 132-129
R1 132-233 132-233 132-089 133-005
PP 131-307 131-307 131-307 132-032
S1 131-123 131-123 132-011 131-215
S2 130-197 130-197 131-291
S3 129-087 130-013 131-252
S4 127-297 128-223 131-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 131-060 1-110 1.0% 0-163 0.4% 81% False False 953,415
10 132-170 131-060 1-110 1.0% 0-146 0.3% 81% False False 893,586
20 132-170 128-245 3-245 2.8% 0-182 0.4% 93% False False 979,832
40 132-170 127-230 4-260 3.6% 0-200 0.5% 95% False False 1,012,239
60 132-170 127-230 4-260 3.6% 0-195 0.5% 95% False False 781,955
80 132-170 127-230 4-260 3.6% 0-179 0.4% 95% False False 586,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-310
2.618 133-114
1.618 132-314
1.000 132-240
0.618 132-194
HIGH 132-120
0.618 132-074
0.500 132-060
0.382 132-046
LOW 132-000
0.618 131-246
1.000 131-200
1.618 131-126
2.618 131-006
4.250 130-130
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 132-080 132-067
PP 132-070 132-043
S1 132-060 132-020

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.