ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 121-017 121-025 0-008 0.0% 120-237
High 121-055 121-110 0-055 0.1% 121-077
Low 120-305 120-245 -0-060 -0.2% 119-317
Close 121-025 120-290 -0-055 -0.1% 121-015
Range 0-070 0-185 0-115 164.3% 1-080
ATR 0-152 0-154 0-002 1.6% 0-000
Volume 435,753 431,244 -4,509 -1.0% 4,295,517
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-237 122-128 121-072
R3 122-052 121-263 121-021
R2 121-187 121-187 121-004
R1 121-078 121-078 120-307 121-040
PP 121-002 121-002 121-002 120-302
S1 120-213 120-213 120-273 120-175
S2 120-137 120-137 120-256
S3 119-272 120-028 120-239
S4 119-087 119-163 120-188
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 124-163 124-009 121-235
R3 123-083 122-249 121-125
R2 122-003 122-003 121-088
R1 121-169 121-169 121-052 121-246
PP 120-243 120-243 120-243 120-282
S1 120-089 120-089 120-298 120-166
S2 119-163 119-163 120-262
S3 118-083 119-009 120-225
S4 117-003 117-249 120-115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-110 120-210 0-220 0.6% 0-141 0.4% 36% True False 573,408
10 121-182 119-317 1-185 1.3% 0-178 0.5% 58% False False 772,916
20 122-310 119-317 2-313 2.5% 0-168 0.4% 31% False False 781,777
40 123-310 119-317 3-313 3.3% 0-136 0.4% 23% False False 581,704
60 124-150 119-317 4-153 3.7% 0-098 0.3% 20% False False 388,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-256
2.618 122-274
1.618 122-089
1.000 121-295
0.618 121-224
HIGH 121-110
0.618 121-039
0.500 121-018
0.382 120-316
LOW 120-245
0.618 120-131
1.000 120-060
1.618 119-266
2.618 119-081
4.250 118-099
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 121-018 121-008
PP 121-002 120-316
S1 120-306 120-303

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.