ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 113-025 112-310 -0-035 -0.1% 113-027
High 113-027 113-060 0-033 0.1% 113-135
Low 112-302 112-305 0-002 0.0% 113-002
Close 112-310 112-315 0-005 0.0% 113-075
Range 0-045 0-075 0-030 66.7% 0-133
ATR 0-056 0-057 0-001 2.5% 0-000
Volume 98,567 55,362 -43,205 -43.8% 51,479
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 113-238 113-192 113-036
R3 113-163 113-117 113-016
R2 113-088 113-088 113-009
R1 113-042 113-042 113-002 113-065
PP 113-013 113-013 113-013 113-025
S1 112-287 112-287 112-308 112-310
S2 112-258 112-258 112-301
S3 112-183 112-212 112-294
S4 112-108 112-137 112-274
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
5 113-135 112-302 0-153 0.4% 0-058 0.2% 8% False False 44,549
10 113-135 112-302 0-153 0.4% 0-048 0.1% 8% False False 25,100
20 113-242 112-282 0-280 0.8% 0-049 0.1% 12% False False 15,603
40 114-173 112-282 1-210 1.5% 0-035 0.1% 6% False False 7,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-059
2.618 113-256
1.618 113-181
1.000 113-135
0.618 113-106
HIGH 113-060
0.618 113-031
0.500 113-022
0.382 113-014
LOW 112-305
0.618 112-259
1.000 112-230
1.618 112-184
2.618 112-109
4.250 111-306
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 113-022 113-028
PP 113-013 113-017
S1 113-004 113-006

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

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