ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 120-105 120-145 0-040 0.1% 121-013
High 120-127 120-198 0-070 0.2% 121-013
Low 120-078 120-142 0-065 0.2% 120-138
Close 120-118 120-195 0-078 0.2% 120-173
Range 0-050 0-055 0-005 10.1% 0-195
ATR 0-050 0-052 0-002 4.3% 0-000
Volume 366 516 150 41.0% 688
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-023 121-004 120-225
R3 120-288 120-269 120-210
R2 120-233 120-233 120-205
R1 120-214 120-214 120-200 120-224
PP 120-178 120-178 120-178 120-183
S1 120-159 120-159 120-190 120-169
S2 120-123 120-123 120-185
S3 120-068 120-104 120-180
S4 120-013 120-049 120-165
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-159 122-041 120-280
R3 121-284 121-166 120-226
R2 121-089 121-089 120-208
R1 120-291 120-291 120-190 120-253
PP 120-214 120-214 120-214 120-195
S1 120-096 120-096 120-155 120-058
S2 120-019 120-019 120-137
S3 119-144 119-221 120-119
S4 118-269 119-026 120-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-205 120-078 0-127 0.3% 0-060 0.2% 92% False False 218
10 121-067 120-078 0-310 0.8% 0-047 0.1% 38% False False 167
20 121-135 120-078 1-058 1.0% 0-024 0.1% 31% False False 83
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 0-009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-111
2.618 121-022
1.618 120-287
1.000 120-253
0.618 120-231
HIGH 120-198
0.618 120-176
0.500 120-170
0.382 120-164
LOW 120-142
0.618 120-109
1.000 120-087
1.618 120-053
2.618 119-318
4.250 119-229
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 120-187 120-176
PP 120-178 120-157
S1 120-170 120-138

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.