ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 119-167 119-195 0-028 0.1% 119-287
High 119-207 119-217 0-010 0.0% 120-025
Low 119-115 119-105 -0-010 0.0% 119-105
Close 119-190 119-137 -0-053 -0.1% 119-137
Range 0-092 0-112 0-020 21.7% 0-240
ATR 0-139 0-137 -0-002 -1.4% 0-000
Volume 705,974 712,661 6,687 0.9% 3,171,716
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-169 120-105 119-199
R3 120-057 119-313 119-168
R2 119-265 119-265 119-158
R1 119-201 119-201 119-147 119-177
PP 119-153 119-153 119-153 119-141
S1 119-089 119-089 119-127 119-065
S2 119-041 119-041 119-116
S3 118-249 118-297 119-106
S4 118-137 118-185 119-075
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-276 121-126 119-269
R3 121-036 120-206 119-203
R2 120-116 120-116 119-181
R1 119-286 119-286 119-159 119-241
PP 119-196 119-196 119-196 119-173
S1 119-046 119-046 119-115 119-001
S2 118-276 118-276 119-093
S3 118-036 118-126 119-071
S4 117-116 117-206 119-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-025 119-105 0-240 0.6% 0-112 0.3% 13% False True 634,343
10 120-182 119-105 1-077 1.0% 0-116 0.3% 8% False True 638,243
20 121-225 118-150 3-075 2.7% 0-159 0.4% 30% False False 881,033
40 121-225 117-210 4-015 3.4% 0-125 0.3% 44% False False 844,786
60 121-225 117-210 4-015 3.4% 0-112 0.3% 44% False False 681,900
80 121-225 117-210 4-015 3.4% 0-098 0.3% 44% False False 512,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-053
2.618 120-190
1.618 120-078
1.000 120-009
0.618 119-286
HIGH 119-217
0.618 119-174
0.500 119-161
0.382 119-148
LOW 119-105
0.618 119-036
1.000 118-313
1.618 118-244
2.618 118-132
4.250 117-269
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 119-161 119-205
PP 119-153 119-182
S1 119-145 119-160

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.