ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 113-198 113-267 0-070 0.2% 113-220
High 113-273 113-267 -0-005 0.0% 113-258
Low 113-190 113-213 0-022 0.1% 113-153
Close 113-262 113-225 -0-038 -0.1% 113-187
Range 0-082 0-055 -0-028 -33.4% 0-105
ATR 0-068 0-068 -0-001 -1.4% 0-000
Volume 655,682 628,120 -27,562 -4.2% 4,033,152
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-080 114-047 113-255
R3 114-025 113-312 113-240
R2 113-290 113-290 113-235
R1 113-257 113-257 113-230 113-246
PP 113-235 113-235 113-235 113-229
S1 113-203 113-203 113-220 113-191
S2 113-180 113-180 113-215
S3 113-125 113-148 113-210
S4 113-070 113-093 113-195
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-194 114-136 113-245
R3 114-089 114-031 113-216
R2 113-304 113-304 113-207
R1 113-246 113-246 113-197 113-222
PP 113-199 113-199 113-199 113-188
S1 113-141 113-141 113-178 113-118
S2 113-094 113-094 113-168
S3 112-309 113-036 113-159
S4 112-204 112-251 113-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-273 113-155 0-118 0.3% 0-069 0.2% 60% False False 702,293
10 113-273 113-045 0-228 0.6% 0-068 0.2% 79% False False 778,393
20 113-273 112-305 0-288 0.8% 0-063 0.2% 83% False False 754,529
40 113-273 112-305 0-288 0.8% 0-065 0.2% 83% False False 713,399
60 114-153 112-290 1-182 1.4% 0-079 0.2% 51% False False 819,424
80 114-153 112-147 2-005 1.8% 0-075 0.2% 62% False False 673,224
100 114-173 112-147 2-025 1.8% 0-069 0.2% 60% False False 539,250
120 114-173 112-147 2-025 1.8% 0-058 0.2% 60% False False 449,375
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-181
2.618 114-091
1.618 114-036
1.000 114-002
0.618 113-301
HIGH 113-267
0.618 113-246
0.500 113-240
0.382 113-234
LOW 113-213
0.618 113-179
1.000 113-158
1.618 113-124
2.618 113-069
4.250 112-299
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 113-240 113-228
PP 113-235 113-227
S1 113-230 113-226

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

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