ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 112-093 112-162 0-070 0.2% 112-195
High 112-165 112-187 0-022 0.1% 112-240
Low 112-093 112-120 0-027 0.1% 112-093
Close 112-142 112-135 -0-007 0.0% 112-133
Range 0-072 0-067 -0-005 -6.9% 0-147
ATR 0-060 0-060 0-001 0.9% 0-000
Volume 868,880 876,911 8,031 0.9% 3,761,281
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-030 112-310 112-172
R3 112-282 112-242 112-154
R2 112-215 112-215 112-147
R1 112-175 112-175 112-141 112-161
PP 112-147 112-147 112-147 112-141
S1 112-108 112-108 112-129 112-094
S2 112-080 112-080 112-123
S3 112-013 112-040 112-116
S4 111-265 111-293 112-098
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-277 113-192 112-214
R3 113-130 113-045 112-173
R2 112-302 112-302 112-160
R1 112-218 112-218 112-146 112-186
PP 112-155 112-155 112-155 112-139
S1 112-070 112-070 112-119 112-039
S2 112-008 112-008 112-105
S3 111-180 111-243 112-092
S4 111-033 111-095 112-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-187 112-080 0-107 0.3% 0-052 0.1% 51% True False 752,060
10 112-250 112-080 0-170 0.5% 0-059 0.2% 32% False False 774,575
20 113-138 112-080 1-058 1.0% 0-061 0.2% 15% False False 824,493
40 113-198 112-080 1-118 1.2% 0-060 0.2% 13% False False 581,198
60 113-198 112-080 1-118 1.2% 0-052 0.1% 13% False False 387,869
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-154
2.618 113-044
1.618 112-297
1.000 112-255
0.618 112-229
HIGH 112-187
0.618 112-162
0.500 112-154
0.382 112-146
LOW 112-120
0.618 112-078
1.000 112-053
1.618 112-011
2.618 111-263
4.250 111-153
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 112-154 112-135
PP 112-147 112-134
S1 112-141 112-134

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

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