ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 119-317 119-280 -0-037 -0.1% 120-065
High 120-020 119-305 -0-035 -0.1% 120-182
Low 119-270 119-107 -0-163 -0.4% 119-257
Close 119-297 119-142 -0-155 -0.4% 119-300
Range 0-070 0-198 0-128 182.9% 0-245
ATR 0-138 0-143 0-004 3.1% 0-000
Volume 506,942 802,197 295,255 58.2% 3,210,715
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-139 121-018 119-251
R3 120-261 120-140 119-196
R2 120-063 120-063 119-178
R1 119-262 119-262 119-160 119-224
PP 119-185 119-185 119-185 119-165
S1 119-064 119-064 119-124 119-026
S2 118-307 118-307 119-106
S3 118-109 118-186 119-088
S4 117-231 117-308 119-033
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 122-128 121-299 120-115
R3 121-203 121-054 120-047
R2 120-278 120-278 120-025
R1 120-129 120-129 120-002 120-081
PP 120-033 120-033 120-033 120-009
S1 119-204 119-204 119-278 119-156
S2 119-108 119-108 119-255
S3 118-183 118-279 119-233
S4 117-258 118-034 119-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-097 119-107 0-310 0.8% 0-119 0.3% 11% False True 618,926
10 121-087 119-107 1-300 1.6% 0-143 0.4% 6% False True 761,627
20 121-225 118-102 3-123 2.8% 0-160 0.4% 33% False False 915,108
40 121-225 117-210 4-015 3.4% 0-128 0.3% 44% False False 854,492
60 121-225 117-210 4-015 3.4% 0-111 0.3% 44% False False 658,439
80 121-225 117-210 4-015 3.4% 0-097 0.3% 44% False False 494,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122-186
2.618 121-183
1.618 120-305
1.000 120-183
0.618 120-107
HIGH 119-305
0.618 119-229
0.500 119-206
0.382 119-183
LOW 119-107
0.618 118-305
1.000 118-229
1.618 118-107
2.618 117-229
4.250 116-226
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 119-206 119-226
PP 119-185 119-198
S1 119-163 119-170

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.