ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 119-110 119-165 0-055 0.1% 119-160
High 119-180 119-292 0-112 0.3% 119-260
Low 119-090 119-145 0-055 0.1% 118-280
Close 119-150 119-265 0-115 0.3% 119-100
Range 0-090 0-147 0-057 63.3% 0-300
ATR 0-107 0-110 0-003 2.7% 0-000
Volume 257,122 566,030 308,908 120.1% 309,365
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-035 120-297 120-026
R3 120-208 120-150 119-305
R2 120-061 120-061 119-292
R1 120-003 120-003 119-278 120-032
PP 119-234 119-234 119-234 119-248
S1 119-176 119-176 119-252 119-205
S2 119-087 119-087 119-238
S3 118-260 119-029 119-225
S4 118-113 118-202 119-184
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 122-047 121-213 119-265
R3 121-067 120-233 119-182
R2 120-087 120-087 119-155
R1 119-253 119-253 119-128 119-180
PP 119-107 119-107 119-107 119-070
S1 118-273 118-273 119-072 118-200
S2 118-127 118-127 119-045
S3 117-147 117-293 119-018
S4 116-167 116-313 118-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-292 118-280 1-012 0.9% 0-137 0.4% 92% True False 222,749
10 120-070 118-280 1-110 1.1% 0-122 0.3% 71% False False 115,914
20 120-250 118-280 1-290 1.6% 0-102 0.3% 50% False False 58,617
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-277
2.618 121-037
1.618 120-210
1.000 120-119
0.618 120-063
HIGH 119-292
0.618 119-236
0.500 119-218
0.382 119-201
LOW 119-145
0.618 119-054
1.000 118-318
1.618 118-227
2.618 118-080
4.250 117-160
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 119-250 119-219
PP 119-234 119-172
S1 119-218 119-126

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.