ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 113-160 113-175 0-015 0.0% 113-210
High 113-178 113-207 0-030 0.1% 113-213
Low 113-125 113-153 0-028 0.1% 113-125
Close 113-155 113-202 0-047 0.1% 113-202
Range 0-053 0-055 0-002 4.7% 0-088
ATR 0-075 0-073 -0-001 -1.9% 0-000
Volume 656,481 530,566 -125,915 -19.2% 3,000,780
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-032 114-012 113-233
R3 113-297 113-277 113-218
R2 113-242 113-242 113-213
R1 113-222 113-222 113-208 113-232
PP 113-187 113-187 113-187 113-192
S1 113-168 113-168 113-197 113-178
S2 113-133 113-133 113-192
S3 113-078 113-113 113-187
S4 113-023 113-058 113-172
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-123 114-090 113-251
R3 114-035 114-003 113-227
R2 113-268 113-268 113-219
R1 113-235 113-235 113-211 113-208
PP 113-180 113-180 113-180 113-166
S1 113-147 113-147 113-194 113-120
S2 113-092 113-092 113-186
S3 113-005 113-060 113-178
S4 112-237 112-292 113-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-213 113-125 0-088 0.2% 0-055 0.2% 89% False False 600,156
10 113-260 113-125 0-135 0.4% 0-064 0.2% 57% False False 631,363
20 113-260 113-050 0-210 0.6% 0-067 0.2% 73% False False 684,877
40 114-153 112-147 2-005 1.8% 0-088 0.2% 58% False False 836,191
60 114-153 112-147 2-005 1.8% 0-076 0.2% 58% False False 566,766
80 114-173 112-147 2-025 1.8% 0-065 0.2% 56% False False 425,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-121
2.618 114-031
1.618 113-296
1.000 113-262
0.618 113-241
HIGH 113-207
0.618 113-186
0.500 113-180
0.382 113-174
LOW 113-153
0.618 113-119
1.000 113-098
1.618 113-064
2.618 113-009
4.250 112-239
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 113-195 113-190
PP 113-187 113-178
S1 113-180 113-166

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

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