ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 119-070 120-010 0-260 0.7% 117-280
High 119-070 121-010 1-260 1.5% 118-260
Low 119-070 119-310 0-240 0.6% 117-280
Close 119-070 120-000 0-250 0.7% 118-210
Range 0-000 1-020 1-020 0-300
ATR 0-073 0-109 0-036 49.9% 0-000
Volume 773 478 -295 -38.2% 3,829
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 123-167 122-263 120-187
R3 122-147 121-243 120-094
R2 121-127 121-127 120-062
R1 120-223 120-223 120-031 120-165
PP 120-107 120-107 120-107 120-078
S1 119-203 119-203 119-289 119-145
S2 119-087 119-087 119-258
S3 118-067 118-183 119-226
S4 117-047 117-163 119-133
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-083 120-287 119-055
R3 120-103 119-307 118-292
R2 119-123 119-123 118-265
R1 119-007 119-007 118-238 119-065
PP 118-143 118-143 118-143 118-172
S1 118-027 118-027 118-182 118-085
S2 117-163 117-163 118-155
S3 116-183 117-047 118-128
S4 115-203 116-067 118-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 118-140 2-190 2.2% 0-108 0.3% 60% True False 921
10 121-010 117-200 3-130 2.8% 0-071 0.2% 70% True False 553
20 121-010 117-000 4-010 3.4% 0-036 0.1% 74% True False 292
40 121-010 117-000 4-010 3.4% 0-018 0.0% 74% True False 163
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 0-010
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 125-175
2.618 123-260
1.618 122-240
1.000 122-030
0.618 121-220
HIGH 121-010
0.618 120-200
0.500 120-160
0.382 120-120
LOW 119-310
0.618 119-100
1.000 118-290
1.618 118-080
2.618 117-060
4.250 115-145
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 120-160 120-025
PP 120-107 120-017
S1 120-053 120-008

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.