ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 12-Apr-2018
Day Change Summary
Previous Current
11-Apr-2018 12-Apr-2018 Change Change % Previous Week
Open 113-298 113-227 -0-070 -0.2% 114-173
High 114-030 113-318 -0-033 -0.1% 114-173
Low 113-298 113-205 -0-093 -0.3% 113-262
Close 113-298 113-210 -0-087 -0.2% 114-020
Range 0-053 0-113 0-060 114.3% 0-230
ATR 0-053 0-058 0-004 7.9% 0-000
Volume 991 800 -191 -19.3% 1
Daily Pivots for day following 12-Apr-2018
Classic Woodie Camarilla DeMark
R4 114-262 114-188 113-272
R3 114-149 114-076 113-241
R2 114-037 114-037 113-231
R1 113-283 113-283 113-220 113-264
PP 113-244 113-244 113-244 113-234
S1 113-171 113-171 113-200 113-151
S2 113-132 113-132 113-189
S3 113-019 113-058 113-179
S4 112-227 112-266 113-148
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 116-095 115-288 114-147
R3 115-185 115-058 114-083
R2 114-275 114-275 114-062
R1 114-148 114-148 114-041 114-096
PP 114-045 114-045 114-045 114-019
S1 113-237 113-237 113-319 113-186
S2 113-135 113-135 113-298
S3 112-225 113-007 113-277
S4 111-315 112-097 113-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-035 113-205 0-150 0.4% 0-058 0.2% 3% False True 496
10 114-173 113-205 0-288 0.8% 0-041 0.1% 2% False True 248
20 114-173 113-205 0-288 0.8% 0-022 0.1% 2% False True 124
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 0-007
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 115-156
2.618 114-292
1.618 114-180
1.000 114-110
0.618 114-067
HIGH 113-318
0.618 113-275
0.500 113-261
0.382 113-248
LOW 113-205
0.618 113-135
1.000 113-092
1.618 113-023
2.618 112-230
4.250 112-047
Fisher Pivots for day following 12-Apr-2018
Pivot 1 day 3 day
R1 113-261 113-278
PP 113-244 113-255
S1 113-227 113-233

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

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