ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 119-102 119-132 0-030 0.1% 119-042
High 119-172 119-220 0-048 0.1% 119-127
Low 119-090 119-112 0-022 0.1% 118-195
Close 119-130 119-207 0-077 0.2% 119-097
Range 0-082 0-108 0-026 31.7% 0-252
ATR 0-094 0-095 0-001 1.0% 0-000
Volume 685,394 682,548 -2,846 -0.4% 4,665,146
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-184 120-143 119-266
R3 120-076 120-035 119-237
R2 119-288 119-288 119-227
R1 119-247 119-247 119-217 119-268
PP 119-180 119-180 119-180 119-190
S1 119-139 119-139 119-197 119-160
S2 119-072 119-072 119-187
S3 118-284 119-031 119-177
S4 118-176 118-243 119-148
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
5 119-220 118-247 0-293 0.8% 0-108 0.3% 96% True False 772,901
10 119-220 118-195 1-025 0.9% 0-099 0.3% 96% True False 767,045
20 119-220 118-195 1-025 0.9% 0-092 0.2% 96% True False 667,815
40 119-220 118-180 1-040 0.9% 0-093 0.2% 96% True False 652,901
60 120-015 118-180 1-155 1.2% 0-092 0.2% 73% False False 577,063
80 120-015 118-030 1-305 1.6% 0-085 0.2% 80% False False 433,715
100 120-015 117-250 2-085 1.9% 0-073 0.2% 82% False False 347,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-039
2.618 120-183
1.618 120-075
1.000 120-008
0.618 119-287
HIGH 119-220
0.618 119-179
0.500 119-166
0.382 119-153
LOW 119-112
0.618 119-045
1.000 119-004
1.618 118-257
2.618 118-149
4.250 117-293
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 119-193 119-185
PP 119-180 119-162
S1 119-166 119-140

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.