ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 113-000 112-282 -0-038 -0.1% 113-062
High 113-010 112-290 -0-040 -0.1% 113-085
Low 112-282 112-178 -0-105 -0.3% 112-302
Close 112-302 112-187 -0-115 -0.3% 112-318
Range 0-048 0-113 0-065 136.8% 0-102
ATR 0-054 0-060 0-005 9.2% 0-000
Volume 26,256 174,941 148,685 566.3% 204,978
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 113-236 113-164 112-249
R3 113-123 113-052 112-218
R2 113-011 113-011 112-208
R1 112-259 112-259 112-198 112-239
PP 112-218 112-218 112-218 112-208
S1 112-147 112-147 112-177 112-126
S2 112-106 112-106 112-167
S3 111-313 112-034 112-157
S4 111-201 111-242 112-126
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 114-009 113-266 113-054
R3 113-227 113-163 113-026
R2 113-124 113-124 113-016
R1 113-061 113-061 113-007 113-041
PP 113-022 113-022 113-022 113-012
S1 112-278 112-278 112-308 112-259
S2 112-239 112-239 112-299
S3 112-137 112-176 112-289
S4 112-034 112-073 112-261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-060 112-178 0-202 0.6% 0-062 0.2% 5% False True 72,816
10 113-135 112-178 0-278 0.8% 0-056 0.2% 4% False True 44,905
20 113-142 112-178 0-285 0.8% 0-050 0.1% 4% False True 25,534
40 114-173 112-178 1-315 1.8% 0-040 0.1% 2% False True 13,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 114-128
2.618 113-265
1.618 113-152
1.000 113-083
0.618 113-040
HIGH 112-290
0.618 112-247
0.500 112-234
0.382 112-220
LOW 112-178
0.618 112-108
1.000 112-065
1.618 111-315
2.618 111-203
4.250 111-019
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 112-234 112-256
PP 112-218 112-233
S1 112-203 112-210

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

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