ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 113-080 113-135 0-055 0.2% 112-318
High 113-175 113-140 -0-035 -0.1% 113-147
Low 113-073 113-085 0-012 0.0% 112-273
Close 113-147 113-110 -0-037 -0.1% 113-142
Range 0-102 0-055 -0-047 -46.3% 0-195
ATR 0-062 0-062 0-000 0.0% 0-000
Volume 45,186 38,882 -6,304 -14.0% 164,138
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-277 113-248 113-140
R3 113-222 113-193 113-125
R2 113-167 113-167 113-120
R1 113-138 113-138 113-115 113-125
PP 113-112 113-112 113-112 113-105
S1 113-083 113-083 113-105 113-070
S2 113-057 113-057 113-100
S3 113-002 113-028 113-095
S4 112-267 112-293 113-080
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
5 113-175 113-035 0-140 0.4% 0-076 0.2% 54% False False 39,269
10 113-175 112-247 0-248 0.7% 0-064 0.2% 74% False False 35,471
20 113-175 112-213 0-282 0.8% 0-058 0.2% 77% False False 19,564
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-054
2.618 113-284
1.618 113-229
1.000 113-195
0.618 113-174
HIGH 113-140
0.618 113-119
0.500 113-112
0.382 113-106
LOW 113-085
0.618 113-051
1.000 113-030
1.618 112-316
2.618 112-261
4.250 112-171
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 113-112 113-120
PP 113-112 113-117
S1 113-111 113-113

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

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