ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 30-Jul-2018

Day Change Summary
	Previous	Current
	27-Jul-2018	30-Jul-2018	Change	Change %	Previous Week
Open	112-258	112-255	-0-002	0.0%	112-280
High	112-278	112-273	-0-005	0.0%	113-075
Low	112-238	112-240	0-002	0.0%	112-238
Close	112-267	112-262	-0-005	0.0%	112-267
Range	0-040	0-033	-0-007	-18.7%	0-158
ATR	0-053	0-052	-0-001	-2.8%	0-000
Volume	3,697	126	-3,571	-96.6%	6,175

Daily Pivots for day following 30-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-036	113-022	112-280
R3	113-003	112-309	112-271
R2	112-291	112-291	112-268
R1	112-277	112-277	112-265	112-284
PP	112-258	112-258	112-258	112-262
S1	112-244	112-244	112-260	112-251
S2	112-226	112-226	112-257
S3	112-193	112-212	112-254
S4	112-161	112-179	112-245

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-133	114-038	113-034
R3	113-295	113-200	112-311
R2	113-138	113-138	112-296
R1	113-042	113-042	112-282	113-011
PP	112-300	112-300	112-300	112-284
S1	112-205	112-205	112-253	112-174
S2	112-142	112-142	112-239
S3	111-305	112-047	112-224
S4	111-147	111-210	112-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-310	112-238	0-073	0.2%	0-036	0.1%	34%	False	False	1,224
10	113-115	112-238	0-198	0.5%	0-050	0.1%	13%	False	False	723
20	113-200	112-238	0-282	0.8%	0-038	0.1%	9%	False	False	373

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-091
2.618	113-038
1.618	113-005
1.000	112-305
0.618	112-293
HIGH	112-273
0.618	112-260
0.500	112-256
0.382	112-252
LOW	112-240
0.618	112-220
1.000	112-207
1.618	112-187
2.618	112-155
4.250	112-102

Fisher Pivots for day following 30-Jul-2018
Pivot	1 day	3 day
R1	112-260	112-261
PP	112-258	112-259
S1	112-256	112-258

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols