ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	113-220	113-235	0-015	0.0%	113-198
High	113-240	113-240	0-000	0.0%	113-278
Low	113-190	113-185	-0-005	0.0%	113-190
Close	113-222	113-195	-0-027	-0.1%	113-222
Range	0-050	0-055	0-005	10.1%	0-087
ATR	0-064	0-063	-0-001	-1.0%	0-000
Volume	1,191,306	1,498,412	307,106	25.8%	4,844,763

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-052	114-018	113-225
R3	113-317	113-283	113-210
R2	113-262	113-262	113-205
R1	113-228	113-228	113-200	113-218
PP	113-207	113-207	113-207	113-201
S1	113-173	113-173	113-190	113-162
S2	113-152	113-152	113-185
S3	113-097	113-118	113-180
S4	113-042	113-063	113-165

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-172	114-125	113-271
R3	114-085	114-037	113-247
R2	113-317	113-317	113-239
R1	113-270	113-270	113-231	113-294
PP	113-230	113-230	113-230	113-242
S1	113-183	113-183	113-214	113-206
S2	113-143	113-143	113-206
S3	113-055	113-095	113-198
S4	112-288	113-008	113-174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-278	113-185	0-093	0.3%	0-050	0.1%	11%	False	True	1,137,498
10	113-278	113-153	0-125	0.3%	0-059	0.2%	34%	False	False	924,457
20	113-278	112-305	0-293	0.8%	0-063	0.2%	72%	False	False	862,888
40	113-278	112-305	0-293	0.8%	0-063	0.2%	72%	False	False	759,245
60	113-278	112-290	0-307	0.8%	0-068	0.2%	73%	False	False	771,617
80	114-153	112-147	2-005	1.8%	0-075	0.2%	57%	False	False	736,157
100	114-153	112-147	2-005	1.8%	0-070	0.2%	57%	False	False	589,844
120	114-173	112-147	2-025	1.8%	0-059	0.2%	55%	False	False	491,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-154
2.618	114-064
1.618	114-009
1.000	113-295
0.618	113-274
HIGH	113-240
0.618	113-219
0.500	113-212
0.382	113-206
LOW	113-185
0.618	113-151
1.000	113-130
1.618	113-096
2.618	113-041
4.250	112-271

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	113-212	113-225
PP	113-207	113-215
S1	113-201	113-205

Download as Excel Spreadsheet

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

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