ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 113-220 113-182 -0-038 -0.1% 113-098
High 113-250 113-198 -0-053 -0.1% 113-233
Low 113-178 113-153 -0-025 -0.1% 113-045
Close 113-198 113-170 -0-027 -0.1% 113-225
Range 0-073 0-045 -0-028 -38.0% 0-188
ATR 0-068 0-066 -0-002 -2.4% 0-000
Volume 1,131,749 673,738 -458,011 -40.5% 3,530,342
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-308 113-284 113-195
R3 113-263 113-239 113-182
R2 113-218 113-218 113-178
R1 113-194 113-194 113-174 113-184
PP 113-173 113-173 113-173 113-168
S1 113-149 113-149 113-166 113-139
S2 113-128 113-128 113-162
S3 113-083 113-104 113-158
S4 113-038 113-059 113-145
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 115-090 115-025 114-008
R3 114-223 114-158 113-277
R2 114-035 114-035 113-259
R1 113-290 113-290 113-242 114-003
PP 113-167 113-167 113-167 113-184
S1 113-102 113-102 113-208 113-135
S2 112-300 112-300 113-191
S3 112-112 112-235 113-173
S4 111-245 112-047 113-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-250 113-045 0-205 0.6% 0-067 0.2% 61% False False 854,493
10 113-250 112-305 0-265 0.7% 0-066 0.2% 70% False False 762,320
20 113-250 112-305 0-265 0.7% 0-064 0.2% 70% False False 765,855
40 113-260 112-305 0-275 0.8% 0-066 0.2% 67% False False 719,618
60 114-153 112-210 1-262 1.6% 0-080 0.2% 48% False False 827,273
80 114-153 112-147 2-005 1.8% 0-073 0.2% 53% False False 629,787
100 114-173 112-147 2-025 1.8% 0-066 0.2% 52% False False 504,135
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-069
2.618 113-315
1.618 113-270
1.000 113-242
0.618 113-225
HIGH 113-198
0.618 113-180
0.500 113-175
0.382 113-170
LOW 113-153
0.618 113-125
1.000 113-108
1.618 113-080
2.618 113-035
4.250 112-281
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 113-175 113-175
PP 113-173 113-173
S1 113-172 113-172

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

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