ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 15-Aug-2018
Day Change Summary
Previous Current
14-Aug-2018 15-Aug-2018 Change Change % Previous Week
Open 113-095 113-080 -0-015 0.0% 112-318
High 113-107 113-175 0-068 0.2% 113-147
Low 113-065 113-073 0-008 0.0% 112-273
Close 113-085 113-147 0-062 0.2% 113-142
Range 0-042 0-102 0-060 141.2% 0-195
ATR 0-059 0-062 0-003 5.2% 0-000
Volume 23,255 45,186 21,931 94.3% 164,138
Daily Pivots for day following 15-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-119 114-076 113-204
R3 114-017 113-293 113-176
R2 113-234 113-234 113-166
R1 113-191 113-191 113-157 113-212
PP 113-132 113-132 113-132 113-143
S1 113-088 113-088 113-138 113-110
S2 113-029 113-029 113-129
S3 112-247 112-306 113-119
S4 112-144 112-203 113-091
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
5 113-175 112-290 0-205 0.6% 0-075 0.2% 87% True False 41,753
10 113-175 112-222 0-273 0.8% 0-063 0.2% 90% True False 32,929
20 113-175 112-213 0-282 0.8% 0-060 0.2% 90% True False 17,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-291
2.618 114-123
1.618 114-021
1.000 113-278
0.618 113-238
HIGH 113-175
0.618 113-136
0.500 113-124
0.382 113-112
LOW 113-073
0.618 113-009
1.000 112-290
1.618 112-227
2.618 112-124
4.250 111-277
Fisher Pivots for day following 15-Aug-2018
Pivot 1 day 3 day
R1 113-140 113-138
PP 113-132 113-129
S1 113-124 113-120

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

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