ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	113-115	113-067	-0-048	-0.1%	113-158
High	113-135	113-100	-0-035	-0.1%	113-167
Low	113-062	113-053	-0-010	0.0%	113-040
Close	113-065	113-075	0-010	0.0%	113-127
Range	0-073	0-047	-0-025	-34.5%	0-127
ATR	0-059	0-058	-0-001	-1.4%	0-000
Volume	874,663	796,733	-77,930	-8.9%	6,583,595

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-218	113-194	113-101
R3	113-171	113-147	113-088
R2	113-123	113-123	113-084
R1	113-099	113-099	113-079	113-111
PP	113-076	113-076	113-076	113-082
S1	113-052	113-052	113-071	113-064
S2	113-028	113-028	113-066
S3	112-301	113-004	113-062
S4	112-253	112-277	113-049

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-174	114-118	113-198
R3	114-047	113-311	113-163
R2	113-239	113-239	113-151
R1	113-183	113-183	113-139	113-147
PP	113-112	113-112	113-112	113-094
S1	113-056	113-056	113-116	113-020
S2	112-304	112-304	113-104
S3	112-177	112-248	113-092
S4	112-049	112-121	113-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-138	113-040	0-098	0.3%	0-056	0.2%	36%	False	False	1,019,636
10	113-198	113-040	0-158	0.4%	0-053	0.1%	22%	False	False	1,002,066
20	113-198	112-273	0-245	0.7%	0-059	0.2%	50%	False	False	523,874
40	113-198	112-213	0-305	0.8%	0-052	0.1%	60%	False	False	264,961

Crabel Price Patterns
NR	True
NR4	False
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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-302
2.618	113-224
1.618	113-177
1.000	113-147
0.618	113-129
HIGH	113-100
0.618	113-082
0.500	113-076
0.382	113-071
LOW	113-053
0.618	113-023
1.000	113-005
1.618	112-296
2.618	112-248
4.250	112-171

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	113-076	113-095
PP	113-076	113-088
S1	113-075	113-082

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