ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 30-Aug-2018
Day Change Summary
Previous Current
29-Aug-2018 30-Aug-2018 Change Change % Previous Week
Open 113-150 113-125 -0-025 -0.1% 113-198
High 113-173 113-182 0-010 0.0% 113-278
Low 113-118 113-120 0-002 0.0% 113-190
Close 113-133 113-173 0-040 0.1% 113-222
Range 0-055 0-062 0-007 13.6% 0-087
ATR 0-062 0-062 0-000 0.0% 0-000
Volume 1,479,073 980,432 -498,641 -33.7% 4,844,763
Daily Pivots for day following 30-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-026 114-002 113-207
R3 113-283 113-259 113-190
R2 113-221 113-221 113-184
R1 113-197 113-197 113-178 113-209
PP 113-158 113-158 113-158 113-164
S1 113-134 113-134 113-167 113-146
S2 113-096 113-096 113-161
S3 113-033 113-072 113-155
S4 112-291 113-009 113-138
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
5 113-240 113-118 0-122 0.3% 0-056 0.2% 45% False False 1,535,179
10 113-278 113-118 0-160 0.4% 0-056 0.2% 34% False False 1,196,751
20 113-278 113-020 0-258 0.7% 0-063 0.2% 59% False False 980,781
40 113-278 112-305 0-293 0.8% 0-062 0.2% 64% False False 837,407
60 113-278 112-290 0-307 0.8% 0-067 0.2% 66% False False 813,599
80 114-153 112-147 2-005 1.8% 0-075 0.2% 53% False False 797,624
100 114-153 112-147 2-005 1.8% 0-070 0.2% 53% False False 639,698
120 114-173 112-147 2-025 1.8% 0-061 0.2% 52% False False 533,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114-128
2.618 114-026
1.618 113-284
1.000 113-245
0.618 113-221
HIGH 113-182
0.618 113-159
0.500 113-151
0.382 113-144
LOW 113-120
0.618 113-081
1.000 113-058
1.618 113-019
2.618 112-276
4.250 112-174
Fisher Pivots for day following 30-Aug-2018
Pivot 1 day 3 day
R1 113-165 113-168
PP 113-158 113-164
S1 113-151 113-160

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

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