ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 118-042 118-060 0-018 0.0% 118-170
High 118-095 118-160 0-065 0.2% 118-230
Low 118-037 117-287 -0-070 -0.2% 117-295
Close 118-070 118-017 -0-053 -0.1% 117-312
Range 0-058 0-193 0-135 232.8% 0-255
ATR 0-082 0-090 0-008 9.7% 0-000
Volume 716,532 1,139,579 423,047 59.0% 3,849,731
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-307 119-195 118-123
R3 119-114 119-002 118-070
R2 118-241 118-241 118-052
R1 118-129 118-129 118-035 118-088
PP 118-048 118-048 118-048 118-028
S1 117-256 117-256 117-319 117-216
S2 117-175 117-175 117-302
S3 116-302 117-063 117-284
S4 116-109 116-190 117-231
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-191 120-026 118-132
R3 119-256 119-091 118-062
R2 119-001 119-001 118-039
R1 118-156 118-156 118-015 118-111
PP 118-066 118-066 118-066 118-043
S1 117-221 117-221 117-289 117-176
S2 117-131 117-131 117-265
S3 116-196 116-286 117-242
S4 115-261 116-031 117-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 117-287 0-193 0.5% 0-090 0.2% 26% True True 812,507
10 118-277 117-287 0-310 0.8% 0-100 0.3% 16% False True 804,903
20 119-000 117-287 1-033 0.9% 0-088 0.2% 14% False True 665,032
40 119-120 117-230 1-210 1.4% 0-083 0.2% 20% False False 335,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 121-020
2.618 120-025
1.618 119-152
1.000 119-033
0.618 118-279
HIGH 118-160
0.618 118-086
0.500 118-064
0.382 118-041
LOW 117-287
0.618 117-168
1.000 117-094
1.618 116-295
2.618 116-102
4.250 115-107
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 118-064 118-064
PP 118-048 118-048
S1 118-032 118-032

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.