ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 119-190 119-160 -0-030 -0.1% 119-060
High 119-200 119-210 0-010 0.0% 121-010
Low 119-140 119-120 -0-020 -0.1% 119-040
Close 119-150 119-200 0-050 0.1% 119-150
Range 0-060 0-090 0-030 50.0% 1-290
ATR 0-119 0-117 -0-002 -1.8% 0-000
Volume 4,185 1,735 -2,450 -58.5% 9,397
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-127 120-093 119-250
R3 120-037 120-003 119-225
R2 119-267 119-267 119-216
R1 119-233 119-233 119-208 119-250
PP 119-177 119-177 119-177 119-185
S1 119-143 119-143 119-192 119-160
S2 119-087 119-087 119-184
S3 118-317 119-053 119-175
S4 118-227 118-283 119-150
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 125-190 124-140 120-166
R3 123-220 122-170 119-318
R2 121-250 121-250 119-262
R1 120-200 120-200 119-206 121-065
PP 119-280 119-280 119-280 120-052
S1 118-230 118-230 119-094 119-095
S2 117-310 117-310 119-038
S3 116-020 116-260 118-302
S4 114-050 114-290 118-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 119-070 1-260 1.5% 0-158 0.4% 22% False False 2,135
10 121-010 118-040 2-290 2.4% 0-116 0.3% 52% False False 1,495
20 121-010 117-080 3-250 3.2% 0-058 0.2% 63% False False 758
40 121-010 117-000 4-010 3.4% 0-029 0.1% 65% False False 396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-272
2.618 120-126
1.618 120-036
1.000 119-300
0.618 119-266
HIGH 119-210
0.618 119-176
0.500 119-165
0.382 119-154
LOW 119-120
0.618 119-064
1.000 119-030
1.618 118-294
2.618 118-204
4.250 118-058
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 119-188 119-305
PP 119-177 119-270
S1 119-165 119-235

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.