ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 26-Jul-2018

Day Change Summary
	Previous	Current
	25-Jul-2018	26-Jul-2018	Change	Change %	Previous Week
Open	113-062	113-033	-0-030	-0.1%	113-205
High	113-085	113-065	-0-020	-0.1%	113-210
Low	113-025	113-013	-0-012	0.0%	113-100
Close	113-080	113-025	-0-055	-0.2%	113-153
Range	0-060	0-052	-0-008	-12.5%	0-110
ATR	0-071	0-071	0-000	-0.4%	0-000
Volume	989,547	710,465	-279,082	-28.2%	3,194,687

Daily Pivots for day following 26-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-192	113-161	113-054
R3	113-139	113-108	113-039
R2	113-087	113-087	113-035
R1	113-056	113-056	113-030	113-045
PP	113-034	113-034	113-034	113-029
S1	113-003	113-003	113-020	112-313
S2	112-302	112-302	113-015
S3	112-249	112-271	113-011
S4	112-197	112-218	112-316

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-164	114-108	113-213
R3	114-054	113-318	113-183
R2	113-264	113-264	113-173
R1	113-208	113-208	113-163	113-181
PP	113-154	113-154	113-154	113-141
S1	113-098	113-098	113-142	113-071
S2	113-044	113-044	113-132
S3	112-254	112-308	113-122
S4	112-144	112-198	113-092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-202	113-013	0-190	0.5%	0-068	0.2%	7%	False	True	808,986
10	113-210	113-013	0-198	0.5%	0-065	0.2%	6%	False	True	703,455
20	113-260	113-013	0-247	0.7%	0-065	0.2%	5%	False	True	675,459
40	113-293	112-290	1-002	0.9%	0-075	0.2%	17%	False	False	766,129
60	114-153	112-147	2-005	1.8%	0-079	0.2%	31%	False	False	674,313
80	114-153	112-147	2-005	1.8%	0-071	0.2%	31%	False	False	506,680
100	114-173	112-147	2-025	1.8%	0-058	0.2%	30%	False	False	405,344

Crabel Price Patterns
NR	True
NR4	False
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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-288
2.618	113-202
1.618	113-150
1.000	113-117
0.618	113-097
HIGH	113-065
0.618	113-045
0.500	113-039
0.382	113-033
LOW	113-013
0.618	112-300
1.000	112-280
1.618	112-248
2.618	112-195
4.250	112-109

Fisher Pivots for day following 26-Jul-2018
Pivot	1 day	3 day
R1	113-039	113-053
PP	113-034	113-043
S1	113-030	113-034

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