ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 119-300 120-220 0-240 0.6% 120-220
High 120-230 120-220 -0-010 0.0% 120-230
Low 119-280 120-170 0-210 0.5% 119-280
Close 120-230 120-170 -0-060 -0.2% 120-230
Range 0-270 0-050 -0-220 -81.5% 0-270
ATR 0-104 0-101 -0-003 -3.0% 0-000
Volume 880 2,088 1,208 137.3% 4,974
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-017 120-303 120-198
R3 120-287 120-253 120-184
R2 120-237 120-237 120-179
R1 120-203 120-203 120-175 120-195
PP 120-187 120-187 120-187 120-182
S1 120-153 120-153 120-165 120-145
S2 120-137 120-137 120-161
S3 120-087 120-103 120-156
S4 120-037 120-053 120-142
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-310 122-220 121-058
R3 122-040 121-270 120-304
R2 121-090 121-090 120-280
R1 121-000 121-000 120-255 121-045
PP 120-140 120-140 120-140 120-162
S1 120-050 120-050 120-205 120-095
S2 119-190 119-190 120-180
S3 118-240 119-100 120-156
S4 117-290 118-150 120-082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 119-280 0-270 0.7% 0-126 0.3% 78% False False 1,340
10 120-250 119-280 0-290 0.8% 0-090 0.2% 72% False False 1,759
20 120-250 119-190 1-060 1.0% 0-062 0.2% 79% False False 1,102
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-112
2.618 121-031
1.618 120-301
1.000 120-270
0.618 120-251
HIGH 120-220
0.618 120-201
0.500 120-195
0.382 120-189
LOW 120-170
0.618 120-139
1.000 120-120
1.618 120-089
2.618 120-039
4.250 119-278
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 120-195 120-145
PP 120-187 120-120
S1 120-178 120-095

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.