ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 118-262 118-277 0-015 0.0% 119-042
High 118-285 119-127 0-162 0.4% 119-127
Low 118-200 118-247 0-047 0.1% 118-195
Close 118-267 119-097 0-150 0.4% 119-097
Range 0-085 0-200 0-115 135.3% 0-252
ATR 0-091 0-098 0-008 8.6% 0-000
Volume 1,004,338 1,392,447 388,109 38.6% 4,665,146
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-010 120-254 119-207
R3 120-130 120-054 119-152
R2 119-250 119-250 119-134
R1 119-174 119-174 119-115 119-212
PP 119-050 119-050 119-050 119-070
S1 118-294 118-294 119-079 119-012
S2 118-170 118-170 119-060
S3 117-290 118-094 119-042
S4 117-090 117-214 118-307
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-149 121-055 119-236
R3 120-217 120-123 119-166
R2 119-285 119-285 119-143
R1 119-191 119-191 119-120 119-238
PP 119-033 119-033 119-033 119-056
S1 118-259 118-259 119-074 118-306
S2 118-101 118-101 119-051
S3 117-169 118-007 119-028
S4 116-237 117-075 118-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-127 118-195 0-252 0.7% 0-114 0.3% 88% True False 933,029
10 119-127 118-195 0-252 0.7% 0-093 0.2% 88% True False 736,321
20 119-172 118-195 0-297 0.8% 0-096 0.3% 75% False False 682,735
40 119-172 118-180 0-312 0.8% 0-094 0.2% 76% False False 651,588
60 120-015 118-180 1-155 1.2% 0-091 0.2% 50% False False 536,457
80 120-015 118-030 1-305 1.6% 0-084 0.2% 62% False False 402,871
100 120-015 117-250 2-085 1.9% 0-069 0.2% 67% False False 322,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 122-017
2.618 121-011
1.618 120-131
1.000 120-007
0.618 119-251
HIGH 119-127
0.618 119-051
0.500 119-027
0.382 119-003
LOW 118-247
0.618 118-123
1.000 118-047
1.618 117-243
2.618 117-043
4.250 116-037
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 119-074 119-065
PP 119-050 119-033
S1 119-027 119-001

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.