ECBOT 5 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 120-220 120-090 -0-130 -0.3% 121-167
High 120-237 120-092 -0-145 -0.4% 121-207
Low 120-075 119-300 -0-095 -0.2% 120-125
Close 120-130 120-005 -0-125 -0.3% 120-192
Range 0-162 0-112 -0-050 -30.9% 1-082
ATR 0-120 0-122 0-002 1.8% 0-000
Volume 714,824 786,345 71,521 10.0% 2,747,156
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 121-042 120-295 120-067
R3 120-250 120-183 120-036
R2 120-138 120-138 120-026
R1 120-071 120-071 120-015 120-048
PP 120-026 120-026 120-026 120-014
S1 119-279 119-279 119-315 119-256
S2 119-234 119-234 119-304
S3 119-122 119-167 119-294
S4 119-010 119-055 119-263
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 124-207 123-282 121-093
R3 123-125 122-200 120-303
R2 122-043 122-043 120-266
R1 121-118 121-118 120-229 121-040
PP 120-281 120-281 120-281 120-242
S1 120-036 120-036 120-155 119-278
S2 119-199 119-199 120-118
S3 118-117 118-274 120-081
S4 117-035 117-192 119-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-267 119-300 0-287 0.7% 0-123 0.3% 9% False True 636,878
10 121-207 119-300 1-227 1.4% 0-114 0.3% 5% False True 567,893
20 121-207 119-300 1-227 1.4% 0-110 0.3% 5% False True 542,795
40 121-225 119-272 1-273 1.5% 0-122 0.3% 9% False False 554,141
60 122-310 119-272 3-038 2.6% 0-136 0.4% 5% False False 658,068
80 124-150 119-272 4-198 3.8% 0-123 0.3% 4% False False 532,541
100 124-150 119-272 4-198 3.8% 0-101 0.3% 4% False False 426,327
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-248
2.618 121-065
1.618 120-273
1.000 120-204
0.618 120-161
HIGH 120-092
0.618 120-049
0.500 120-036
0.382 120-023
LOW 119-300
0.618 119-231
1.000 119-188
1.618 119-119
2.618 119-007
4.250 118-144
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 120-036 120-111
PP 120-026 120-076
S1 120-015 120-040

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.