ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 03-Oct-2018
Day Change Summary
Previous Current
02-Oct-2018 03-Oct-2018 Change Change % Previous Week
Open 112-135 112-153 0-018 0.0% 112-138
High 112-190 112-178 -0-013 0.0% 112-187
Low 112-133 112-015 -0-118 -0.3% 112-080
Close 112-167 112-050 -0-117 -0.3% 112-153
Range 0-058 0-162 0-105 182.6% 0-107
ATR 0-059 0-066 0-007 12.7% 0-000
Volume 883,391 1,414,863 531,472 60.2% 4,196,334
Daily Pivots for day following 03-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-248 113-152 112-139
R3 113-086 112-309 112-095
R2 112-243 112-243 112-080
R1 112-147 112-147 112-065 112-114
PP 112-081 112-081 112-081 112-064
S1 111-304 111-304 112-035 111-271
S2 111-238 111-238 112-020
S3 111-076 111-142 112-005
S4 110-233 110-299 111-281
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-142 113-095 112-212
R3 113-035 112-307 112-182
R2 112-247 112-247 112-172
R1 112-200 112-200 112-162 112-224
PP 112-140 112-140 112-140 112-152
S1 112-093 112-093 112-143 112-116
S2 112-033 112-033 112-133
S3 111-245 111-305 112-123
S4 111-138 111-198 112-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-190 112-015 0-175 0.5% 0-076 0.2% 20% False True 963,777
10 112-190 112-015 0-175 0.5% 0-063 0.2% 20% False True 854,356
20 113-127 112-015 1-112 1.2% 0-065 0.2% 8% False True 830,783
40 113-198 112-015 1-182 1.4% 0-062 0.2% 7% False True 677,329
60 113-198 112-015 1-182 1.4% 0-056 0.2% 7% False True 453,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 114-228
2.618 113-283
1.618 113-120
1.000 113-020
0.618 112-278
HIGH 112-178
0.618 112-115
0.500 112-096
0.382 112-077
LOW 112-015
0.618 111-235
1.000 111-173
1.618 111-072
2.618 110-230
4.250 109-284
Fisher Pivots for day following 03-Oct-2018
Pivot 1 day 3 day
R1 112-096 112-103
PP 112-081 112-085
S1 112-065 112-068

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

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