ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 25-Sep-2018
Day Change Summary
Previous Current
24-Sep-2018 25-Sep-2018 Change Change % Previous Week
Open 112-190 112-182 -0-008 0.0% 112-287
High 112-227 112-200 -0-027 -0.1% 113-000
Low 112-190 112-178 -0-013 0.0% 112-185
Close 112-220 112-190 -0-030 -0.1% 112-225
Range 0-037 0-022 -0-015 -40.0% 0-135
ATR 0-056 0-055 -0-001 -1.7% 0-000
Volume 1,835 86 -1,749 -95.3% 61,775
Daily Pivots for day following 25-Sep-2018
Classic Woodie Camarilla DeMark
R4 112-257 112-246 112-202
R3 112-234 112-223 112-196
R2 112-212 112-212 112-194
R1 112-201 112-201 112-192 112-206
PP 112-189 112-189 112-189 112-192
S1 112-178 112-178 112-188 112-184
S2 112-167 112-167 112-186
S3 112-144 112-156 112-184
S4 112-122 112-133 112-178
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-008 113-252 112-299
R3 113-193 113-117 112-262
R2 113-058 113-058 112-250
R1 112-302 112-302 112-237 112-272
PP 112-243 112-243 112-243 112-229
S1 112-167 112-167 112-213 112-137
S2 112-108 112-108 112-200
S3 111-293 112-032 112-188
S4 111-158 111-217 112-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-247 112-178 0-070 0.2% 0-038 0.1% 18% False True 6,155
10 113-050 112-178 0-193 0.5% 0-048 0.1% 6% False True 8,642
20 113-213 112-178 1-035 1.0% 0-054 0.1% 4% False True 278,208
40 113-278 112-178 1-100 1.2% 0-058 0.2% 3% False True 570,548
60 113-278 112-178 1-100 1.2% 0-060 0.2% 3% False True 598,899
80 113-278 112-178 1-100 1.2% 0-065 0.2% 3% False True 648,265
100 114-153 112-147 2-005 1.8% 0-071 0.2% 7% False False 644,567
120 114-153 112-147 2-005 1.8% 0-067 0.2% 7% False False 537,904
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 112-296
2.618 112-259
1.618 112-236
1.000 112-222
0.618 112-214
HIGH 112-200
0.618 112-191
0.500 112-189
0.382 112-186
LOW 112-178
0.618 112-164
1.000 112-155
1.618 112-141
2.618 112-119
4.250 112-082
Fisher Pivots for day following 25-Sep-2018
Pivot 1 day 3 day
R1 112-190 112-202
PP 112-189 112-198
S1 112-189 112-194

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

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