ECBOT 5 Year T-Note Future March 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 120-217 120-252 0-035 0.1% 120-267
High 120-270 120-255 -0-015 0.0% 121-030
Low 120-195 120-142 -0-053 -0.1% 120-230
Close 120-257 120-170 -0-087 -0.2% 120-295
Range 0-075 0-113 0-038 50.7% 0-120
ATR 0-079 0-081 0-003 3.3% 0-000
Volume 515,532 727,025 211,493 41.0% 2,793,145
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-208 121-142 120-232
R3 121-095 121-029 120-201
R2 120-302 120-302 120-191
R1 120-236 120-236 120-180 120-212
PP 120-189 120-189 120-189 120-177
S1 120-123 120-123 120-160 120-100
S2 120-076 120-076 120-149
S3 119-283 120-010 120-139
S4 119-170 119-217 120-108
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 122-012 121-273 121-041
R3 121-212 121-153 121-008
R2 121-092 121-092 120-317
R1 121-033 121-033 120-306 121-062
PP 120-292 120-292 120-292 120-306
S1 120-233 120-233 120-284 120-262
S2 120-172 120-172 120-273
S3 120-052 120-113 120-262
S4 119-252 119-313 120-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-022 120-142 0-200 0.5% 0-091 0.2% 14% False True 598,042
10 121-030 120-142 0-208 0.5% 0-088 0.2% 13% False True 524,160
20 121-030 120-060 0-290 0.8% 0-082 0.2% 38% False False 267,396
40 121-030 120-000 1-030 0.9% 0-059 0.2% 49% False False 134,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 122-095
2.618 121-231
1.618 121-118
1.000 121-048
0.618 121-005
HIGH 120-255
0.618 120-212
0.500 120-198
0.382 120-185
LOW 120-142
0.618 120-072
1.000 120-029
1.618 119-279
2.618 119-166
4.250 118-302
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 120-198 120-216
PP 120-189 120-201
S1 120-180 120-185

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.