ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 118-060 118-027 -0-033 -0.1% 118-255
High 118-077 118-087 0-010 0.0% 118-277
Low 118-017 118-017 0-000 0.0% 118-090
Close 118-037 118-040 0-003 0.0% 118-182
Range 0-060 0-070 0-010 16.7% 0-187
ATR 0-087 0-086 -0-001 -1.4% 0-000
Volume 710,185 732,979 22,794 3.2% 3,244,842
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-258 118-219 118-078
R3 118-188 118-149 118-059
R2 118-118 118-118 118-053
R1 118-079 118-079 118-046 118-098
PP 118-048 118-048 118-048 118-058
S1 118-009 118-009 118-034 118-028
S2 117-298 117-298 118-027
S3 117-228 117-259 118-021
S4 117-158 117-189 118-002
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-104 120-010 118-285
R3 119-237 119-143 118-233
R2 119-050 119-050 118-216
R1 118-276 118-276 118-199 118-230
PP 118-183 118-183 118-183 118-160
S1 118-089 118-089 118-165 118-042
S2 117-316 117-316 118-148
S3 117-129 117-222 118-131
S4 116-262 117-035 118-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-277 118-017 0-260 0.7% 0-099 0.3% 9% False True 774,443
10 118-280 118-017 0-263 0.7% 0-092 0.2% 9% False True 753,717
20 119-120 118-017 1-103 1.1% 0-085 0.2% 5% False True 500,500
40 119-120 117-230 1-210 1.4% 0-079 0.2% 25% False False 252,093
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-064
2.618 118-270
1.618 118-200
1.000 118-157
0.618 118-130
HIGH 118-087
0.618 118-060
0.500 118-052
0.382 118-044
LOW 118-017
0.618 117-294
1.000 117-267
1.618 117-224
2.618 117-154
4.250 117-040
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 118-052 118-071
PP 118-048 118-061
S1 118-044 118-050

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.