ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 121-040 120-255 -0-105 -0.3% 121-002
High 121-040 121-000 -0-040 -0.1% 121-052
Low 120-242 120-245 0-003 0.0% 120-210
Close 120-270 120-295 0-025 0.1% 121-002
Range 0-118 0-075 -0-043 -36.4% 0-162
ATR 0-114 0-111 -0-003 -2.5% 0-000
Volume 76,186 431,929 355,743 466.9% 2,269,759
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 121-192 121-158 121-016
R3 121-117 121-083 120-316
R2 121-042 121-042 120-309
R1 121-008 121-008 120-302 121-025
PP 120-287 120-287 120-287 120-295
S1 120-253 120-253 120-288 120-270
S2 120-212 120-212 120-281
S3 120-137 120-178 120-274
S4 120-062 120-103 120-254
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 122-147 122-077 121-091
R3 121-305 121-235 121-047
R2 121-143 121-143 121-032
R1 121-073 121-073 121-017 121-083
PP 120-301 120-301 120-301 120-306
S1 120-231 120-231 120-307 120-241
S2 120-139 120-139 120-292
S3 119-297 120-069 120-277
S4 119-135 119-227 120-233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-040 120-210 0-150 0.4% 0-091 0.2% 57% False False 406,464
10 121-097 120-210 0-207 0.5% 0-096 0.2% 41% False False 416,903
20 121-097 119-140 1-277 1.5% 0-114 0.3% 80% False False 499,101
40 121-097 118-100 2-317 2.5% 0-126 0.3% 87% False False 523,543
60 121-097 118-100 2-317 2.5% 0-110 0.3% 87% False False 350,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-319
2.618 121-196
1.618 121-121
1.000 121-075
0.618 121-046
HIGH 121-000
0.618 120-291
0.500 120-282
0.382 120-274
LOW 120-245
0.618 120-199
1.000 120-170
1.618 120-124
2.618 120-049
4.250 119-246
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 120-291 120-301
PP 120-287 120-299
S1 120-282 120-297

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.