ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 121-077 121-130 0-053 0.1% 121-185
High 121-145 121-165 0-020 0.1% 121-225
Low 121-027 121-105 0-078 0.2% 121-027
Close 121-065 121-160 0-095 0.2% 121-160
Range 0-118 0-060 -0-058 -49.2% 0-198
ATR 0-136 0-133 -0-003 -1.9% 0-000
Volume 596,662 406,084 -190,578 -31.9% 2,623,614
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 122-003 121-302 121-193
R3 121-263 121-242 121-176
R2 121-203 121-203 121-171
R1 121-182 121-182 121-166 121-192
PP 121-143 121-143 121-143 121-149
S1 121-122 121-122 121-154 121-132
S2 121-083 121-083 121-149
S3 121-023 121-062 121-144
S4 120-283 121-002 121-127
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 123-091 123-004 121-269
R3 122-213 122-126 121-214
R2 122-015 122-015 121-196
R1 121-248 121-248 121-178 121-192
PP 121-137 121-137 121-137 121-110
S1 121-050 121-050 121-142 120-314
S2 120-259 120-259 121-124
S3 120-061 120-172 121-106
S4 119-183 119-294 121-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-225 121-027 0-198 0.5% 0-090 0.2% 67% False False 524,722
10 121-225 120-245 0-300 0.8% 0-100 0.3% 78% False False 504,305
20 121-225 119-272 1-273 1.5% 0-130 0.3% 89% False False 548,551
40 122-310 119-272 3-038 2.6% 0-148 0.4% 53% False False 703,493
60 124-150 119-272 4-198 3.8% 0-128 0.3% 36% False False 535,842
80 124-150 119-272 4-198 3.8% 0-100 0.3% 36% False False 402,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 122-100
2.618 122-002
1.618 121-262
1.000 121-225
0.618 121-202
HIGH 121-165
0.618 121-142
0.500 121-135
0.382 121-128
LOW 121-105
0.618 121-068
1.000 121-045
1.618 121-008
2.618 120-268
4.250 120-170
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 121-152 121-140
PP 121-143 121-120
S1 121-135 121-100

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.