ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 113-195 113-150 -0-045 -0.1% 113-198
High 113-202 113-173 -0-030 -0.1% 113-278
Low 113-142 113-118 -0-025 -0.1% 113-190
Close 113-153 113-133 -0-020 -0.1% 113-222
Range 0-060 0-055 -0-005 -8.3% 0-087
ATR 0-063 0-062 -0-001 -0.9% 0-000
Volume 2,526,674 1,479,073 -1,047,601 -41.5% 4,844,763
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-306 113-274 113-163
R3 113-251 113-219 113-148
R2 113-196 113-196 113-143
R1 113-164 113-164 113-138 113-153
PP 113-141 113-141 113-141 113-135
S1 113-109 113-109 113-127 113-098
S2 113-086 113-086 113-122
S3 113-031 113-054 113-117
S4 112-296 112-319 113-102
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
5 113-265 113-118 0-147 0.4% 0-053 0.1% 10% False True 1,629,033
10 113-278 113-118 0-160 0.4% 0-055 0.2% 9% False True 1,168,070
20 113-278 112-315 0-282 0.8% 0-062 0.2% 49% False False 966,878
40 113-278 112-305 0-293 0.8% 0-062 0.2% 50% False False 827,711
60 113-278 112-290 0-307 0.8% 0-067 0.2% 53% False False 810,604
80 114-153 112-147 2-005 1.8% 0-075 0.2% 47% False False 785,730
100 114-153 112-147 2-005 1.8% 0-070 0.2% 47% False False 629,896
120 114-173 112-147 2-025 1.8% 0-060 0.2% 46% False False 524,917
Crabel Price Patterns
NR True
NR4 False
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 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-086
2.618 113-317
1.618 113-262
1.000 113-228
0.618 113-207
HIGH 113-173
0.618 113-151
0.500 113-145
0.382 113-139
LOW 113-118
0.618 113-084
1.000 113-062
1.618 113-029
2.618 112-293
4.250 112-204
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 113-145 113-179
PP 113-141 113-163
S1 113-137 113-148

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

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