ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 10-Sep-2018
Day Change Summary
Previous Current
07-Sep-2018 10-Sep-2018 Change Change % Previous Week
Open 113-195 113-075 -0-120 -0.3% 113-187
High 113-198 113-093 -0-105 -0.3% 113-207
Low 113-070 113-067 -0-003 0.0% 113-070
Close 113-075 113-073 -0-002 0.0% 113-075
Range 0-127 0-025 -0-102 -80.4% 0-137
ATR 0-064 0-061 -0-003 -4.4% 0-000
Volume 41,942 7,756 -34,186 -81.5% 209,065
Daily Pivots for day following 10-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-153 113-138 113-086
R3 113-128 113-113 113-079
R2 113-103 113-103 113-077
R1 113-088 113-088 113-075 113-083
PP 113-078 113-078 113-078 113-075
S1 113-062 113-062 113-070 113-057
S2 113-052 113-052 113-068
S3 113-027 113-037 113-066
S4 113-002 113-012 113-059
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-210 114-120 113-151
R3 114-072 113-302 113-113
R2 113-255 113-255 113-100
R1 113-165 113-165 113-088 113-141
PP 113-118 113-118 113-118 113-106
S1 113-028 113-028 113-062 113-004
S2 112-300 112-300 113-050
S3 112-163 112-210 113-037
S4 112-025 112-073 112-319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-207 113-067 0-140 0.4% 0-063 0.2% 4% False True 43,364
10 113-240 113-067 0-173 0.5% 0-059 0.2% 3% False True 695,930
20 113-278 113-067 0-210 0.6% 0-059 0.2% 2% False True 791,860
40 113-278 112-305 0-293 0.8% 0-062 0.2% 30% False False 760,370
60 113-278 112-305 0-293 0.8% 0-064 0.2% 30% False False 735,206
80 114-153 112-147 2-005 1.8% 0-075 0.2% 38% False False 798,280
100 114-153 112-147 2-005 1.8% 0-071 0.2% 38% False False 644,208
120 114-173 112-147 2-025 1.8% 0-064 0.2% 37% False False 537,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-009
Narrowest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 113-199
2.618 113-158
1.618 113-133
1.000 113-118
0.618 113-108
HIGH 113-093
0.618 113-083
0.500 113-080
0.382 113-077
LOW 113-067
0.618 113-052
1.000 113-042
1.618 113-027
2.618 113-002
4.250 112-281
Fisher Pivots for day following 10-Sep-2018
Pivot 1 day 3 day
R1 113-080 113-132
PP 113-078 113-113
S1 113-075 113-093

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

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