ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 132-140 132-225 0-085 0.2% 131-265
High 132-245 133-015 0-090 0.2% 132-280
Low 132-080 132-205 0-125 0.3% 131-235
Close 132-215 132-295 0-080 0.2% 132-215
Range 0-165 0-130 -0-035 -21.2% 1-045
ATR 0-194 0-189 -0-005 -2.3% 0-000
Volume 740,468 531,172 -209,296 -28.3% 4,038,409
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 134-028 133-292 133-046
R3 133-218 133-162 133-011
R2 133-088 133-088 132-319
R1 133-032 133-032 132-307 133-060
PP 132-278 132-278 132-278 132-292
S1 132-222 132-222 132-283 132-250
S2 132-148 132-148 132-271
S3 132-018 132-092 132-259
S4 131-208 131-282 132-224
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 135-272 135-128 133-096
R3 134-227 134-083 132-315
R2 133-182 133-182 132-282
R1 133-038 133-038 132-248 133-110
PP 132-137 132-137 132-137 132-172
S1 131-313 131-313 132-182 132-065
S2 131-092 131-092 132-148
S3 130-047 130-268 132-115
S4 129-002 129-223 132-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-015 131-300 1-035 0.8% 0-162 0.4% 89% True False 765,557
10 133-060 131-230 1-150 1.1% 0-204 0.5% 82% False False 919,978
20 133-265 131-230 2-035 1.6% 0-198 0.5% 57% False False 897,481
40 133-280 131-030 2-250 2.1% 0-182 0.4% 66% False False 456,937
60 134-180 131-030 3-150 2.6% 0-149 0.3% 53% False False 304,769
80 134-180 131-030 3-150 2.6% 0-114 0.3% 53% False False 228,578
100 134-180 130-080 4-100 3.2% 0-094 0.2% 62% False False 182,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0-046
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 134-248
2.618 134-035
1.618 133-225
1.000 133-145
0.618 133-095
HIGH 133-015
0.618 132-285
0.500 132-270
0.382 132-255
LOW 132-205
0.618 132-125
1.000 132-075
1.618 131-315
2.618 131-185
4.250 130-292
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 132-287 132-266
PP 132-278 132-237
S1 132-270 132-208

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.