ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 113-015 112-287 -0-048 -0.1% 113-075
High 113-015 112-305 -0-030 -0.1% 113-093
Low 112-278 112-260 -0-018 0.0% 112-278
Close 112-287 112-287 0-000 0.0% 112-287
Range 0-058 0-045 -0-013 -21.8% 0-135
ATR 0-060 0-059 -0-001 -1.8% 0-000
Volume 6,696 27,770 21,074 314.7% 47,346
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-099 113-078 112-312
R3 113-054 113-033 112-300
R2 113-009 113-009 112-296
R1 112-308 112-308 112-292 112-310
PP 112-284 112-284 112-284 112-285
S1 112-263 112-263 112-283 112-265
S2 112-239 112-239 112-279
S3 112-194 112-218 112-275
S4 112-149 112-173 112-263
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-091 114-004 113-042
R3 113-276 113-189 113-005
R2 113-141 113-141 112-312
R1 113-054 113-054 112-300 113-030
PP 113-006 113-006 113-006 112-314
S1 112-239 112-239 112-275 112-215
S2 112-191 112-191 112-263
S3 112-056 112-104 112-250
S4 111-241 111-289 112-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-073 112-260 0-133 0.4% 0-053 0.1% 21% False True 13,472
10 113-207 112-260 0-267 0.7% 0-058 0.2% 10% False True 28,418
20 113-278 112-260 1-018 0.9% 0-056 0.2% 8% False True 593,571
40 113-278 112-260 1-018 0.9% 0-060 0.2% 8% False True 682,187
60 113-278 112-260 1-018 0.9% 0-061 0.2% 8% False True 674,825
80 114-153 112-260 1-213 1.5% 0-074 0.2% 5% False True 779,956
100 114-153 112-147 2-005 1.8% 0-070 0.2% 22% False False 644,716
120 114-173 112-147 2-025 1.8% 0-066 0.2% 21% False False 537,605
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 3 trading days
Fibonacci Retracements and Extensions
4.250 113-176
2.618 113-103
1.618 113-058
1.000 113-030
0.618 113-013
HIGH 112-305
0.618 112-288
0.500 112-282
0.382 112-277
LOW 112-260
0.618 112-232
1.000 112-215
1.618 112-187
2.618 112-142
4.250 112-069
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 112-286 112-315
PP 112-284 112-306
S1 112-282 112-297

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

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