ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 119-140 119-230 0-090 0.2% 119-045
High 119-247 119-232 -0-015 0.0% 119-172
Low 119-137 119-160 0-023 0.1% 118-277
Close 119-225 119-202 -0-023 -0.1% 119-135
Range 0-110 0-072 -0-038 -34.5% 0-215
ATR 0-125 0-121 -0-004 -3.0% 0-000
Volume 435,559 461,553 25,994 6.0% 2,448,553
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 120-094 120-060 119-242
R3 120-022 119-308 119-222
R2 119-270 119-270 119-215
R1 119-236 119-236 119-209 119-217
PP 119-198 119-198 119-198 119-188
S1 119-164 119-164 119-195 119-145
S2 119-126 119-126 119-189
S3 119-054 119-092 119-182
S4 118-302 119-020 119-162
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 121-093 121-009 119-253
R3 120-198 120-114 119-194
R2 119-303 119-303 119-174
R1 119-219 119-219 119-155 119-261
PP 119-088 119-088 119-088 119-109
S1 119-004 119-004 119-115 119-046
S2 118-193 118-193 119-096
S3 117-298 118-109 119-076
S4 117-083 117-214 119-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-247 119-010 0-237 0.6% 0-085 0.2% 81% False False 466,963
10 119-247 118-277 0-290 0.8% 0-096 0.3% 84% False False 495,071
20 120-017 118-227 1-110 1.1% 0-127 0.3% 69% False False 564,962
40 120-017 118-037 1-300 1.6% 0-131 0.3% 78% False False 619,779
60 120-017 118-037 1-300 1.6% 0-125 0.3% 78% False False 502,434
80 120-080 118-037 2-043 1.8% 0-102 0.3% 71% False False 376,909
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 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-218
2.618 120-100
1.618 120-028
1.000 119-304
0.618 119-276
HIGH 119-232
0.618 119-204
0.500 119-196
0.382 119-188
LOW 119-160
0.618 119-116
1.000 119-088
1.618 119-044
2.618 118-292
4.250 118-174
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 119-200 119-191
PP 119-198 119-180
S1 119-196 119-168

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.