ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 121-120 121-147 0-027 0.1% 121-145
High 121-175 121-192 0-017 0.0% 121-180
Low 121-117 121-140 0-023 0.1% 120-232
Close 121-152 121-170 0-018 0.0% 121-175
Range 0-058 0-052 -0-006 -10.3% 0-268
ATR 0-126 0-120 -0-005 -4.2% 0-000
Volume 402,601 471,362 68,761 17.1% 3,072,417
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-003 121-299 121-199
R3 121-271 121-247 121-184
R2 121-219 121-219 121-180
R1 121-195 121-195 121-175 121-207
PP 121-167 121-167 121-167 121-174
S1 121-143 121-143 121-165 121-155
S2 121-115 121-115 121-160
S3 121-063 121-091 121-156
S4 121-011 121-039 121-141
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 123-253 123-162 122-002
R3 122-305 122-214 121-249
R2 122-037 122-037 121-224
R1 121-266 121-266 121-200 121-312
PP 121-089 121-089 121-089 121-112
S1 120-318 120-318 121-150 121-044
S2 120-141 120-141 121-126
S3 119-193 120-050 121-101
S4 118-245 119-102 121-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-192 120-232 0-280 0.7% 0-102 0.3% 92% True False 500,047
10 121-192 120-232 0-280 0.7% 0-106 0.3% 92% True False 517,697
20 121-225 120-232 0-313 0.8% 0-107 0.3% 82% False False 516,562
40 122-225 119-272 2-273 2.3% 0-141 0.4% 59% False False 622,150
60 123-250 119-272 3-298 3.2% 0-137 0.4% 43% False False 614,357
80 124-150 119-272 4-198 3.8% 0-110 0.3% 36% False False 461,801
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 122-093
2.618 122-008
1.618 121-276
1.000 121-244
0.618 121-224
HIGH 121-192
0.618 121-172
0.500 121-166
0.382 121-160
LOW 121-140
0.618 121-108
1.000 121-088
1.618 121-056
2.618 121-004
4.250 120-239
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 121-169 121-162
PP 121-167 121-153
S1 121-166 121-144

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.