ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 113-015 113-000 -0-015 0.0% 113-175
High 113-033 113-025 -0-008 0.0% 113-220
Low 112-310 112-293 -0-018 0.0% 113-033
Close 113-010 113-025 0-015 0.0% 113-045
Range 0-042 0-052 0-010 23.5% 0-187
ATR 0-060 0-059 -0-001 -0.9% 0-000
Volume 5,615 348 -5,267 -93.8% 27,825
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-165 113-147 113-054
R3 113-112 113-095 113-039
R2 113-060 113-060 113-035
R1 113-042 113-042 113-030 113-051
PP 113-007 113-007 113-007 113-012
S1 112-310 112-310 113-020 112-319
S2 112-275 112-275 113-015
S3 112-223 112-258 113-011
S4 112-170 112-205 112-316
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 115-022 114-221 113-148
R3 114-154 114-033 113-097
R2 113-287 113-287 113-079
R1 113-166 113-166 113-062 113-132
PP 113-099 113-099 113-099 113-083
S1 112-298 112-298 113-028 112-265
S2 112-232 112-232 113-011
S3 112-044 112-111 112-313
S4 111-177 111-243 112-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-142 112-293 0-170 0.5% 0-050 0.1% 31% False True 4,500
10 114-030 112-293 1-058 1.0% 0-058 0.2% 14% False True 3,582
20 114-173 112-293 1-200 1.4% 0-042 0.1% 10% False True 1,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-248
2.618 113-162
1.618 113-110
1.000 113-077
0.618 113-057
HIGH 113-025
0.618 113-005
0.500 112-319
0.382 112-313
LOW 112-293
0.618 112-260
1.000 112-240
1.618 112-208
2.618 112-155
4.250 112-069
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 113-016 113-041
PP 113-007 113-036
S1 112-319 113-030

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

View Archives - Comment on this page... - Back to Index of Symbols