ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 119-045 119-182 0-137 0.4% 118-280
High 119-097 120-050 0-273 0.7% 119-140
Low 118-280 119-182 0-222 0.6% 118-262
Close 119-065 119-190 0-125 0.3% 119-065
Range 0-137 0-188 0-051 37.2% 0-198
ATR 0-133 0-145 0-012 9.3% 0-000
Volume 537,896 810,789 272,893 50.7% 3,000,414
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-171 121-049 119-293
R3 120-303 120-181 119-242
R2 120-115 120-115 119-224
R1 119-313 119-313 119-207 120-054
PP 119-247 119-247 119-247 119-278
S1 119-125 119-125 119-173 119-186
S2 119-059 119-059 119-156
S3 118-191 118-257 119-138
S4 118-003 118-069 119-087
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 121-003 120-232 119-174
R3 120-125 120-034 119-119
R2 119-247 119-247 119-101
R1 119-156 119-156 119-083 119-202
PP 119-049 119-049 119-049 119-072
S1 118-278 118-278 119-047 119-004
S2 118-171 118-171 119-029
S3 117-293 118-080 119-011
S4 117-095 117-202 118-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-050 118-262 1-108 1.1% 0-129 0.3% 58% True False 650,224
10 120-050 118-100 1-270 1.5% 0-157 0.4% 69% True False 719,112
20 120-050 118-100 1-270 1.5% 0-138 0.4% 69% True False 520,695
40 120-250 118-100 2-150 2.1% 0-107 0.3% 52% False False 261,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-209
2.618 121-222
1.618 121-034
1.000 120-238
0.618 120-166
HIGH 120-050
0.618 119-298
0.500 119-276
0.382 119-254
LOW 119-182
0.618 119-066
1.000 118-314
1.618 118-198
2.618 118-010
4.250 117-023
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 119-276 119-182
PP 119-247 119-173
S1 119-219 119-165

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.