ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 113-053 113-062 0-010 0.0% 113-047
High 113-078 113-110 0-033 0.1% 113-098
Low 113-045 113-058 0-013 0.0% 112-305
Close 113-060 113-098 0-038 0.1% 113-095
Range 0-033 0-053 0-020 61.5% 0-113
ATR 0-063 0-062 -0-001 -1.2% 0-000
Volume 579,482 662,560 83,078 14.3% 3,917,235
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-246 113-224 113-126
R3 113-193 113-172 113-112
R2 113-141 113-141 113-107
R1 113-119 113-119 113-102 113-130
PP 113-088 113-088 113-088 113-094
S1 113-067 113-067 113-093 113-078
S2 113-036 113-036 113-088
S3 112-303 113-014 113-083
S4 112-251 112-282 113-069
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-077 114-038 113-157
R3 113-284 113-246 113-126
R2 113-172 113-172 113-116
R1 113-133 113-133 113-105 113-153
PP 113-059 113-059 113-059 113-069
S1 113-021 113-021 113-085 113-040
S2 112-267 112-267 113-074
S3 112-154 112-228 113-064
S4 112-042 112-116 113-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-127 113-020 0-107 0.3% 0-056 0.2% 72% False False 605,635
10 113-127 112-305 0-142 0.4% 0-054 0.1% 79% False False 684,868
20 113-210 112-305 0-225 0.6% 0-060 0.2% 50% False False 694,162
40 113-260 112-305 0-275 0.8% 0-064 0.2% 41% False False 699,691
60 114-153 112-147 2-005 1.8% 0-079 0.2% 42% False False 780,973
80 114-153 112-147 2-005 1.8% 0-072 0.2% 42% False False 592,114
100 114-173 112-147 2-025 1.8% 0-063 0.2% 41% False False 473,831
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-013
2.618 113-247
1.618 113-195
1.000 113-163
0.618 113-142
HIGH 113-110
0.618 113-090
0.500 113-084
0.382 113-078
LOW 113-058
0.618 113-025
1.000 113-005
1.618 112-293
2.618 112-240
4.250 112-154
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 113-093 113-091
PP 113-088 113-084
S1 113-084 113-078

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

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