ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 124-247 124-280 0-033 0.1% 124-167
High 124-300 124-312 0-012 0.0% 124-262
Low 124-247 124-245 -0-002 0.0% 124-152
Close 124-280 124-292 0-012 0.0% 124-250
Range 0-053 0-067 0-014 26.4% 0-110
ATR 0-072 0-071 0-000 -0.5% 0-000
Volume 351,740 334,299 -17,441 -5.0% 1,440,775
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-164 125-135 125-009
R3 125-097 125-068 124-310
R2 125-030 125-030 124-304
R1 125-001 125-001 124-298 125-016
PP 124-283 124-283 124-283 124-290
S1 124-254 124-254 124-286 124-268
S2 124-216 124-216 124-280
S3 124-149 124-187 124-274
S4 124-082 124-120 124-255
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-231 125-191 124-310
R3 125-121 125-081 124-280
R2 125-011 125-011 124-270
R1 124-291 124-291 124-260 124-311
PP 124-221 124-221 124-221 124-232
S1 124-181 124-181 124-240 124-201
S2 124-111 124-111 124-230
S3 124-001 124-071 124-220
S4 123-211 123-281 124-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-312 124-152 0-160 0.4% 0-060 0.2% 88% True False 297,715
10 124-312 124-120 0-192 0.5% 0-060 0.2% 90% True False 306,697
20 124-312 123-262 1-050 0.9% 0-068 0.2% 95% True False 298,785
40 124-312 123-085 1-227 1.4% 0-089 0.2% 96% True False 393,138
60 124-312 123-080 1-232 1.4% 0-075 0.2% 96% True False 274,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-277
2.618 125-167
1.618 125-100
1.000 125-059
0.618 125-033
HIGH 124-312
0.618 124-286
0.500 124-278
0.382 124-271
LOW 124-245
0.618 124-204
1.000 124-178
1.618 124-137
2.618 124-070
4.250 123-280
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 124-288 124-280
PP 124-283 124-267
S1 124-278 124-254

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.