ECBOT 10 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 133-170 133-280 0-110 0.3% 133-005
High 134-015 134-010 -0-005 0.0% 134-015
Low 133-135 133-040 -0-095 -0.2% 133-000
Close 133-295 133-120 -0-175 -0.4% 133-120
Range 0-200 0-290 0-090 45.0% 1-015
ATR 0-199 0-206 0-006 3.3% 0-000
Volume 973,542 1,172,320 198,778 20.4% 4,369,613
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-073 135-227 133-280
R3 135-103 134-257 133-200
R2 134-133 134-133 133-173
R1 133-287 133-287 133-147 133-225
PP 133-163 133-163 133-163 133-132
S1 132-317 132-317 133-093 132-255
S2 132-193 132-193 133-067
S3 131-223 132-027 133-040
S4 130-253 131-057 132-280
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 136-197 136-013 133-304
R3 135-182 134-318 133-212
R2 134-167 134-167 133-181
R1 133-303 133-303 133-151 134-075
PP 133-152 133-152 133-152 133-198
S1 132-288 132-288 133-089 133-060
S2 132-137 132-137 133-059
S3 131-122 131-273 133-028
S4 130-107 130-258 132-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-015 133-000 1-015 0.8% 0-184 0.4% 36% False False 873,922
10 134-015 132-290 1-045 0.9% 0-194 0.5% 41% False False 918,182
20 134-295 132-180 2-115 1.8% 0-222 0.5% 34% False False 1,058,403
40 134-310 130-290 4-020 3.0% 0-197 0.5% 61% False False 682,740
60 134-310 129-180 5-130 4.1% 0-166 0.4% 71% False False 455,829
80 134-310 126-270 8-040 6.1% 0-130 0.3% 80% False False 341,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 137-282
2.618 136-129
1.618 135-159
1.000 134-300
0.618 134-189
HIGH 134-010
0.618 133-219
0.500 133-185
0.382 133-151
LOW 133-040
0.618 132-181
1.000 132-070
1.618 131-211
2.618 130-241
4.250 129-088
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 133-185 133-188
PP 133-163 133-165
S1 133-142 133-142

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.