ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 14-Aug-2018

Day Change Summary
	Previous	Current
	13-Aug-2018	14-Aug-2018	Change	Change %	Previous Week
Open	113-130	113-095	-0-035	-0.1%	112-318
High	113-165	113-107	-0-058	-0.2%	113-147
Low	113-095	113-065	-0-030	-0.1%	112-273
Close	113-115	113-085	-0-030	-0.1%	113-142
Range	0-070	0-042	-0-027	-39.3%	0-195
ATR	0-060	0-059	-0-001	-1.2%	0-000
Volume	45,081	23,255	-21,826	-48.4%	164,138

Daily Pivots for day following 14-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-213	113-192	113-108
R3	113-171	113-149	113-097
R2	113-128	113-128	113-093
R1	113-107	113-107	113-089	113-096
PP	113-086	113-086	113-086	113-081
S1	113-064	113-064	113-081	113-054
S2	113-043	113-043	113-077
S3	113-001	113-022	113-073
S4	112-278	112-299	113-062

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-026	114-279	113-250
R3	114-151	114-084	113-196
R2	113-276	113-276	113-178
R1	113-209	113-209	113-160	113-242
PP	113-081	113-081	113-081	113-097
S1	113-014	113-014	113-125	113-048
S2	112-206	112-206	113-107
S3	112-011	112-139	113-089
S4	111-136	111-264	113-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-165	112-273	0-212	0.6%	0-061	0.2%	62%	False	False	37,472
10	113-165	112-213	0-272	0.8%	0-061	0.2%	71%	False	False	29,707
20	113-165	112-213	0-272	0.8%	0-056	0.2%	71%	False	False	15,397

Crabel Price Patterns
NR	True
NR4	True
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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-288
2.618	113-219
1.618	113-176
1.000	113-150
0.618	113-134
HIGH	113-107
0.618	113-091
0.500	113-086
0.382	113-081
LOW	113-065
0.618	113-039
1.000	113-022
1.618	112-316
2.618	112-274
4.250	112-204

Fisher Pivots for day following 14-Aug-2018
Pivot	1 day	3 day
R1	113-086	113-100
PP	113-086	113-095
S1	113-085	113-090

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