ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 113-287 113-298 0-010 0.0% 114-173
High 114-013 114-030 0-018 0.0% 114-173
Low 113-275 113-298 0-022 0.1% 113-262
Close 113-287 113-298 0-010 0.0% 114-020
Range 0-058 0-053 -0-005 -8.7% 0-230
ATR 0-053 0-053 0-001 1.4% 0-000
Volume 221 991 770 348.4% 1
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 114-153 114-118 114-006
R3 114-100 114-065 113-312
R2 114-048 114-048 113-307
R1 114-013 114-013 113-302 114-004
PP 113-315 113-315 113-315 113-311
S1 113-280 113-280 113-293 113-271
S2 113-262 113-262 113-288
S3 113-210 113-227 113-283
S4 113-157 113-175 113-269
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 116-095 115-288 114-147
R3 115-185 115-058 114-083
R2 114-275 114-275 114-062
R1 114-148 114-148 114-041 114-096
PP 114-045 114-045 114-045 114-019
S1 113-237 113-237 113-319 113-186
S2 113-135 113-135 113-298
S3 112-225 113-007 113-277
S4 111-315 112-097 113-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-035 113-262 0-093 0.3% 0-036 0.1% 38% False False 336
10 114-173 113-262 0-230 0.6% 0-032 0.1% 15% False False 168
20 114-173 113-255 0-238 0.7% 0-016 0.0% 18% False False 84
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-253
2.618 114-167
1.618 114-115
1.000 114-083
0.618 114-062
HIGH 114-030
0.618 114-010
0.500 114-004
0.382 113-318
LOW 113-298
0.618 113-265
1.000 113-245
1.618 113-213
2.618 113-160
4.250 113-074
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 114-004 113-313
PP 113-315 113-308
S1 113-306 113-303

These figures are updated between 7pm and 10pm EST after a trading day.

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