ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 124-140 124-150 0-010 0.0% 124-010
High 124-160 124-170 0-010 0.0% 124-160
Low 124-140 124-140 0-000 0.0% 123-290
Close 124-160 124-170 0-010 0.0% 124-160
Range 0-020 0-030 0-010 50.0% 0-190
ATR 0-059 0-057 -0-002 -3.5% 0-000
Volume 1,873 10,925 9,052 483.3% 9,883
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-250 124-240 124-186
R3 124-220 124-210 124-178
R2 124-190 124-190 124-176
R1 124-180 124-180 124-173 124-185
PP 124-160 124-160 124-160 124-162
S1 124-150 124-150 124-167 124-155
S2 124-130 124-130 124-164
S3 124-100 124-120 124-162
S4 124-070 124-090 124-154
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 126-027 125-283 124-264
R3 125-157 125-093 124-212
R2 124-287 124-287 124-195
R1 124-223 124-223 124-177 124-255
PP 124-097 124-097 124-097 124-112
S1 124-033 124-033 124-143 124-065
S2 123-227 123-227 124-125
S3 123-037 123-163 124-108
S4 122-167 122-293 124-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-170 123-290 0-200 0.5% 0-046 0.1% 100% True False 4,112
10 124-170 123-210 0-280 0.7% 0-052 0.1% 100% True False 2,194
20 124-170 123-160 1-010 0.8% 0-039 0.1% 100% True False 1,170
40 124-180 123-160 1-020 0.9% 0-021 0.1% 97% False False 593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-298
2.618 124-249
1.618 124-219
1.000 124-200
0.618 124-189
HIGH 124-170
0.618 124-159
0.500 124-155
0.382 124-151
LOW 124-140
0.618 124-121
1.000 124-110
1.618 124-091
2.618 124-061
4.250 124-012
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 124-165 124-157
PP 124-160 124-143
S1 124-155 124-130

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.