ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 119-000 118-210 -0-110 -0.3% 118-200
High 119-000 118-250 -0-070 -0.2% 119-120
Low 118-200 118-200 0-000 0.0% 118-180
Close 118-210 118-220 0-010 0.0% 119-040
Range 0-120 0-050 -0-070 -58.3% 0-260
ATR 0-082 0-079 -0-002 -2.8% 0-000
Volume 10,106 87,131 77,025 762.2% 36,893
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-053 119-027 118-248
R3 119-003 118-297 118-234
R2 118-273 118-273 118-229
R1 118-247 118-247 118-225 118-260
PP 118-223 118-223 118-223 118-230
S1 118-197 118-197 118-215 118-210
S2 118-173 118-173 118-211
S3 118-123 118-147 118-206
S4 118-073 118-097 118-192
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-147 121-033 119-183
R3 120-207 120-093 119-112
R2 119-267 119-267 119-088
R1 119-153 119-153 119-064 119-210
PP 119-007 119-007 119-007 119-035
S1 118-213 118-213 119-016 118-270
S2 118-067 118-067 118-312
S3 117-127 117-273 118-288
S4 116-187 117-013 118-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-120 118-200 0-240 0.6% 0-084 0.2% 8% False True 26,015
10 119-120 118-180 0-260 0.7% 0-081 0.2% 15% False False 16,128
20 119-120 117-230 1-210 1.4% 0-084 0.2% 58% False False 9,732
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-142
2.618 119-061
1.618 119-011
1.000 118-300
0.618 118-281
HIGH 118-250
0.618 118-231
0.500 118-225
0.382 118-219
LOW 118-200
0.618 118-169
1.000 118-150
1.618 118-119
2.618 118-069
4.250 117-308
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 118-225 118-280
PP 118-223 118-260
S1 118-222 118-240

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.