ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 04-May-2018
Day Change Summary
Previous Current
03-May-2018 04-May-2018 Change Change % Previous Week
Open 113-080 113-085 0-005 0.0% 113-027
High 113-105 113-135 0-030 0.1% 113-135
Low 113-070 113-055 -0-015 0.0% 113-002
Close 113-075 113-075 0-000 0.0% 113-075
Range 0-035 0-080 0-045 128.7% 0-133
ATR 0-056 0-057 0-002 3.1% 0-000
Volume 8,534 26,724 18,190 213.1% 51,479
Daily Pivots for day following 04-May-2018
Classic Woodie Camarilla DeMark
R4 114-008 113-282 113-119
R3 113-248 113-202 113-097
R2 113-168 113-168 113-090
R1 113-122 113-122 113-082 113-105
PP 113-088 113-088 113-088 113-080
S1 113-042 113-042 113-068 113-025
S2 113-008 113-008 113-060
S3 112-248 112-282 113-053
S4 112-168 112-202 113-031
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 114-148 114-084 113-148
R3 114-016 113-272 113-111
R2 113-203 113-203 113-099
R1 113-139 113-139 113-087 113-171
PP 113-071 113-071 113-071 113-087
S1 113-007 113-007 113-063 113-039
S2 112-258 112-258 113-051
S3 112-126 112-194 113-039
S4 111-313 112-062 113-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-135 113-002 0-133 0.4% 0-046 0.1% 55% True False 10,295
10 113-135 112-282 0-173 0.5% 0-045 0.1% 65% True False 8,797
20 114-030 112-282 1-068 1.1% 0-052 0.1% 29% False False 5,926
40 114-173 112-282 1-210 1.5% 0-030 0.1% 21% False False 2,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 114-155
2.618 114-024
1.618 113-264
1.000 113-215
0.618 113-184
HIGH 113-135
0.618 113-104
0.500 113-095
0.382 113-086
LOW 113-055
0.618 113-006
1.000 112-295
1.618 112-246
2.618 112-166
4.250 112-035
Fisher Pivots for day following 04-May-2018
Pivot 1 day 3 day
R1 113-095 113-073
PP 113-088 113-071
S1 113-082 113-069

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

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