ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 113-205 113-165 -0-040 -0.1% 113-210
High 113-205 113-175 -0-030 -0.1% 113-213
Low 113-133 113-140 0-007 0.0% 113-125
Close 113-162 113-150 -0-012 0.0% 113-202
Range 0-072 0-035 -0-037 -51.7% 0-088
ATR 0-073 0-070 -0-003 -3.7% 0-000
Volume 612,620 453,378 -159,242 -26.0% 3,000,780
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-260 113-240 113-169
R3 113-225 113-205 113-160
R2 113-190 113-190 113-156
R1 113-170 113-170 113-153 113-163
PP 113-155 113-155 113-155 113-151
S1 113-135 113-135 113-147 113-128
S2 113-120 113-120 113-144
S3 113-085 113-100 113-140
S4 113-050 113-065 113-131
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
5 113-207 113-125 0-082 0.2% 0-057 0.2% 30% False False 610,306
10 113-260 113-125 0-135 0.4% 0-060 0.2% 19% False False 584,406
20 113-260 113-050 0-210 0.6% 0-067 0.2% 48% False False 673,381
40 114-153 112-210 1-262 1.6% 0-087 0.2% 45% False False 857,982
60 114-153 112-147 2-005 1.8% 0-076 0.2% 50% False False 584,431
80 114-173 112-147 2-025 1.8% 0-066 0.2% 48% False False 438,705
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 114-004
2.618 113-267
1.618 113-232
1.000 113-210
0.618 113-197
HIGH 113-175
0.618 113-162
0.500 113-158
0.382 113-153
LOW 113-140
0.618 113-118
1.000 113-105
1.618 113-083
2.618 113-048
4.250 112-311
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 113-158 113-170
PP 113-155 113-163
S1 113-153 113-157

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

View Archives - Comment on this page... - Back to Index of Symbols