ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 117-270 117-305 0-035 0.1% 118-000
High 117-312 118-057 0-065 0.2% 118-160
Low 117-210 117-300 0-090 0.2% 117-210
Close 117-297 118-042 0-065 0.2% 117-297
Range 0-102 0-077 -0-025 -24.5% 0-270
ATR 0-092 0-092 -0-001 -1.0% 0-000
Volume 723,017 609,917 -113,100 -15.6% 4,108,709
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-257 118-227 118-084
R3 118-180 118-150 118-063
R2 118-103 118-103 118-056
R1 118-073 118-073 118-049 118-088
PP 118-026 118-026 118-026 118-034
S1 117-316 117-316 118-035 118-011
S2 117-269 117-269 118-028
S3 117-192 117-239 118-021
S4 117-115 117-162 118-000
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-179 120-028 118-126
R3 119-229 119-078 118-051
R2 118-279 118-279 118-026
R1 118-128 118-128 118-002 118-068
PP 118-009 118-009 118-009 117-299
S1 117-178 117-178 117-272 117-118
S2 117-059 117-059 117-248
S3 116-109 116-228 117-223
S4 115-159 115-278 117-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 117-210 0-270 0.7% 0-102 0.3% 56% False False 836,460
10 118-160 117-210 0-270 0.7% 0-085 0.2% 56% False False 794,391
20 118-280 117-210 1-070 1.0% 0-086 0.2% 39% False False 773,706
40 119-120 117-210 1-230 1.5% 0-087 0.2% 28% False False 393,053
Crabel Price Patterns
NR True
NR4 True
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 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-064
2.618 118-259
1.618 118-182
1.000 118-134
0.618 118-105
HIGH 118-057
0.618 118-028
0.500 118-018
0.382 118-009
LOW 117-300
0.618 117-252
1.000 117-223
1.618 117-175
2.618 117-098
4.250 116-293
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 118-034 118-019
PP 118-026 117-316
S1 118-018 117-294

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.