ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 113-005 113-033 0-028 0.1% 113-015
High 113-038 113-050 0-013 0.0% 113-050
Low 112-305 113-007 0-022 0.1% 112-282
Close 113-020 113-042 0-022 0.1% 113-042
Range 0-053 0-043 -0-010 -19.0% 0-088
ATR 0-059 0-058 -0-001 -2.0% 0-000
Volume 22,536 3,499 -19,037 -84.5% 36,498
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-161 113-144 113-066
R3 113-118 113-102 113-054
R2 113-076 113-076 113-050
R1 113-059 113-059 113-046 113-068
PP 113-033 113-033 113-033 113-038
S1 113-017 113-017 113-039 113-025
S2 112-311 112-311 113-035
S3 112-268 112-294 113-031
S4 112-226 112-252 113-019
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-281 113-249 113-091
R3 113-193 113-162 113-067
R2 113-106 113-106 113-059
R1 113-074 113-074 113-051 113-090
PP 113-018 113-018 113-018 113-026
S1 112-307 112-307 113-034 113-002
S2 112-251 112-251 113-026
S3 112-163 112-219 113-018
S4 112-076 112-132 112-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-050 112-282 0-088 0.2% 0-044 0.1% 91% True False 7,299
10 113-220 112-282 0-258 0.7% 0-048 0.1% 31% False False 6,432
20 114-173 112-282 1-210 1.5% 0-047 0.1% 15% False False 3,352
40 114-173 112-282 1-210 1.5% 0-024 0.1% 15% False False 1,676
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-231
2.618 113-161
1.618 113-119
1.000 113-093
0.618 113-076
HIGH 113-050
0.618 113-034
0.500 113-029
0.382 113-024
LOW 113-007
0.618 112-301
1.000 112-285
1.618 112-259
2.618 112-216
4.250 112-147
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 113-038 113-030
PP 113-033 113-018
S1 113-029 113-006

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

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