ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 120-122 120-170 0-048 0.1% 119-182
High 120-185 120-250 0-065 0.2% 120-272
Low 120-082 120-165 0-083 0.2% 119-140
Close 120-152 120-222 0-070 0.2% 120-130
Range 0-103 0-085 -0-018 -17.5% 1-132
ATR 0-153 0-149 -0-004 -2.6% 0-000
Volume 360,289 518,028 157,739 43.8% 3,708,007
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-147 121-110 120-269
R3 121-062 121-025 120-245
R2 120-297 120-297 120-238
R1 120-260 120-260 120-230 120-278
PP 120-212 120-212 120-212 120-222
S1 120-175 120-175 120-214 120-194
S2 120-127 120-127 120-206
S3 120-042 120-090 120-199
S4 119-277 120-005 120-175
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 124-150 123-272 121-059
R3 123-018 122-140 120-254
R2 121-206 121-206 120-213
R1 121-008 121-008 120-171 121-107
PP 120-074 120-074 120-074 120-124
S1 119-196 119-196 120-089 119-295
S2 118-262 118-262 120-047
S3 117-130 118-064 120-006
S4 115-318 116-252 119-201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-272 119-140 1-132 1.2% 0-176 0.5% 89% False False 644,296
10 120-272 118-262 2-010 1.7% 0-150 0.4% 92% False False 646,450
20 120-272 118-100 2-172 2.1% 0-150 0.4% 94% False False 681,148
40 120-272 118-100 2-172 2.1% 0-124 0.3% 94% False False 355,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-291
2.618 121-153
1.618 121-068
1.000 121-015
0.618 120-303
HIGH 120-250
0.618 120-218
0.500 120-208
0.382 120-197
LOW 120-165
0.618 120-112
1.000 120-080
1.618 120-027
2.618 119-262
4.250 119-124
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 120-217 120-201
PP 120-212 120-181
S1 120-208 120-160

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.