ECBOT 10 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 133-150 133-205 0-055 0.1% 133-040
High 133-285 133-285 0-000 0.0% 133-270
Low 133-125 133-110 -0-015 0.0% 133-005
Close 133-255 133-175 -0-080 -0.2% 133-260
Range 0-160 0-175 0-015 9.4% 0-265
ATR 0-167 0-167 0-001 0.3% 0-000
Volume 1,326,870 1,854,399 527,529 39.8% 6,033,421
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 135-075 134-300 133-271
R3 134-220 134-125 133-223
R2 134-045 134-045 133-207
R1 133-270 133-270 133-191 133-230
PP 133-190 133-190 133-190 133-170
S1 133-095 133-095 133-159 133-055
S2 133-015 133-015 133-143
S3 132-160 132-240 133-127
S4 131-305 132-065 133-079
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 136-013 135-242 134-086
R3 135-068 134-297 134-013
R2 134-123 134-123 133-309
R1 134-032 134-032 133-284 134-078
PP 133-178 133-178 133-178 133-201
S1 133-087 133-087 133-236 133-132
S2 132-233 132-233 133-211
S3 131-288 132-142 133-187
S4 131-023 131-197 133-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-285 133-040 0-245 0.6% 0-144 0.3% 55% True False 1,262,443
10 133-285 132-280 1-005 0.8% 0-150 0.3% 66% True False 1,198,113
20 133-285 131-275 2-010 1.5% 0-155 0.4% 83% True False 1,066,658
40 133-285 128-245 5-040 3.8% 0-172 0.4% 93% True False 1,035,677
60 133-285 127-230 6-055 4.6% 0-188 0.4% 94% True False 1,038,127
80 133-285 127-230 6-055 4.6% 0-183 0.4% 94% True False 833,275
100 133-285 127-230 6-055 4.6% 0-172 0.4% 94% True False 666,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-069
2.618 135-103
1.618 134-248
1.000 134-140
0.618 134-073
HIGH 133-285
0.618 133-218
0.500 133-198
0.382 133-177
LOW 133-110
0.618 133-002
1.000 132-255
1.618 132-147
2.618 131-292
4.250 131-006
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 133-198 133-171
PP 133-190 133-167
S1 133-182 133-162

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.