ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 113-027 113-035 0-008 0.0% 113-015
High 113-062 113-047 -0-015 0.0% 113-050
Low 113-025 113-015 -0-010 0.0% 112-282
Close 113-062 113-015 -0-047 -0.1% 113-042
Range 0-038 0-032 -0-005 -13.4% 0-088
ATR 0-056 0-056 -0-001 -1.1% 0-000
Volume 2,474 6,128 3,654 147.7% 36,498
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 113-123 113-102 113-033
R3 113-091 113-069 113-024
R2 113-058 113-058 113-021
R1 113-037 113-037 113-018 113-031
PP 113-026 113-026 113-026 113-023
S1 113-004 113-004 113-012 112-319
S2 112-313 112-313 113-009
S3 112-281 112-292 113-006
S4 112-248 112-259 112-317
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-281 113-249 113-091
R3 113-193 113-162 113-067
R2 113-106 113-106 113-059
R1 113-074 113-074 113-051 113-090
PP 113-018 113-018 113-018 113-026
S1 112-307 112-307 113-034 113-002
S2 112-251 112-251 113-026
S3 112-163 112-219 113-018
S4 112-076 112-132 112-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-062 112-282 0-100 0.3% 0-039 0.1% 53% False False 7,827
10 113-142 112-282 0-180 0.5% 0-045 0.1% 29% False False 6,164
20 114-035 112-282 1-073 1.1% 0-048 0.1% 13% False False 3,782
40 114-173 112-282 1-210 1.5% 0-026 0.1% 10% False False 1,891
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-186
2.618 113-133
1.618 113-100
1.000 113-080
0.618 113-068
HIGH 113-047
0.618 113-035
0.500 113-031
0.382 113-027
LOW 113-015
0.618 112-315
1.000 112-303
1.618 112-282
2.618 112-250
4.250 112-197
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 113-031 113-035
PP 113-026 113-028
S1 113-020 113-022

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

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