ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 134-070 134-010 -0-060 -0.1% 134-040
High 134-110 134-010 -0-100 -0.2% 134-180
Low 133-310 133-000 -0-310 -0.7% 133-000
Close 134-030 133-050 -0-300 -0.7% 133-050
Range 0-120 1-010 0-210 175.0% 1-180
ATR 0-106 0-123 0-017 16.5% 0-000
Volume 503 893 390 77.5% 4,349
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 136-157 135-273 133-232
R3 135-147 134-263 133-141
R2 134-137 134-137 133-110
R1 133-253 133-253 133-080 133-190
PP 133-127 133-127 133-127 133-095
S1 132-243 132-243 133-020 132-180
S2 132-117 132-117 132-310
S3 131-107 131-233 132-279
S4 130-097 130-223 132-188
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 138-083 137-087 134-005
R3 136-223 135-227 133-188
R2 135-043 135-043 133-142
R1 134-047 134-047 133-096 133-275
PP 133-183 133-183 133-183 133-138
S1 132-187 132-187 133-004 132-095
S2 132-003 132-003 132-278
S3 130-143 131-007 132-232
S4 128-283 129-147 132-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-180 133-000 1-180 1.2% 0-156 0.4% 10% False True 869
10 134-180 133-000 1-180 1.2% 0-108 0.3% 10% False True 628
20 134-180 132-140 2-040 1.6% 0-082 0.2% 34% False False 433
40 134-180 131-290 2-210 2.0% 0-046 0.1% 47% False False 219
60 134-180 130-080 4-100 3.2% 0-035 0.1% 67% False False 146
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 0-013
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 138-132
2.618 136-234
1.618 135-224
1.000 135-020
0.618 134-214
HIGH 134-010
0.618 133-204
0.500 133-165
0.382 133-126
LOW 133-000
0.618 132-116
1.000 131-310
1.618 131-106
2.618 130-096
4.250 128-198
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 133-165 133-250
PP 133-127 133-183
S1 133-088 133-117

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.