ECBOT 5 Year T-Note Future December 2013


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 120-162 120-160 -0-002 0.0% 121-015
High 120-192 120-175 -0-017 0.0% 121-102
Low 120-162 120-097 -0-065 -0.2% 120-150
Close 120-170 120-097 -0-073 -0.2% 120-205
Range 0-030 0-078 0-048 160.0% 0-272
ATR 0-086 0-085 -0-001 -0.7% 0-000
Volume 3,810 2,353 -1,457 -38.2% 45,139
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 121-037 120-305 120-140
R3 120-279 120-227 120-118
R2 120-201 120-201 120-111
R1 120-149 120-149 120-104 120-136
PP 120-123 120-123 120-123 120-116
S1 120-071 120-071 120-090 120-058
S2 120-045 120-045 120-083
S3 119-287 119-313 120-076
S4 119-209 119-235 120-054
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 123-115 122-272 121-035
R3 122-163 122-000 120-280
R2 121-211 121-211 120-255
R1 121-048 121-048 120-230 120-314
PP 120-259 120-259 120-259 120-232
S1 120-096 120-096 120-180 120-042
S2 119-307 119-307 120-155
S3 119-035 119-144 120-130
S4 118-083 118-192 120-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-102 120-097 1-005 0.8% 0-080 0.2% 0% False True 5,719
10 121-130 120-097 1-033 0.9% 0-064 0.2% 0% False True 7,559
20 121-302 120-097 1-205 1.4% 0-073 0.2% 0% False True 154,064
40 122-052 120-097 1-275 1.5% 0-086 0.2% 0% False True 373,242
60 122-052 120-097 1-275 1.5% 0-087 0.2% 0% False True 392,416
80 122-052 118-100 3-272 3.2% 0-101 0.3% 52% False False 456,735
100 122-052 118-100 3-272 3.2% 0-100 0.3% 52% False False 397,980
120 122-052 118-100 3-272 3.2% 0-093 0.2% 52% False False 331,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-186
2.618 121-059
1.618 120-301
1.000 120-253
0.618 120-223
HIGH 120-175
0.618 120-145
0.500 120-136
0.382 120-127
LOW 120-097
0.618 120-049
1.000 120-019
1.618 119-291
2.618 119-213
4.250 119-086
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 120-136 120-151
PP 120-123 120-133
S1 120-110 120-115

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.