ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 112-178 112-238 0-060 0.2% 113-000
High 112-258 112-250 -0-007 0.0% 113-010
Low 112-167 112-210 0-043 0.1% 112-147
Close 112-247 112-242 -0-005 0.0% 112-247
Range 0-090 0-040 -0-050 -55.6% 0-183
ATR 0-061 0-060 -0-002 -2.5% 0-000
Volume 121,887 167,251 45,364 37.2% 453,666
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 113-034 113-018 112-264
R3 112-314 112-298 112-253
R2 112-274 112-274 112-250
R1 112-258 112-258 112-246 112-266
PP 112-234 112-234 112-234 112-238
S1 112-218 112-218 112-239 112-226
S2 112-194 112-194 112-235
S3 112-154 112-178 112-231
S4 112-114 112-138 112-220
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 114-149 114-061 113-028
R3 113-287 113-198 112-298
R2 113-104 113-104 112-281
R1 113-016 113-016 112-264 112-289
PP 112-242 112-242 112-242 112-218
S1 112-153 112-153 112-231 112-106
S2 112-059 112-059 112-214
S3 111-197 111-291 112-197
S4 111-014 111-108 112-147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-290 112-147 0-143 0.4% 0-072 0.2% 67% False False 118,932
10 113-073 112-147 0-245 0.7% 0-061 0.2% 39% False False 81,271
20 113-135 112-147 0-308 0.9% 0-053 0.1% 31% False False 45,412
40 114-173 112-147 2-025 1.8% 0-046 0.1% 14% False False 23,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-100
2.618 113-035
1.618 112-315
1.000 112-290
0.618 112-275
HIGH 112-250
0.618 112-235
0.500 112-230
0.382 112-225
LOW 112-210
0.618 112-185
1.000 112-170
1.618 112-145
2.618 112-105
4.250 112-040
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 112-238 112-229
PP 112-234 112-216
S1 112-230 112-202

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

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