ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 113-085 113-062 -0-022 -0.1% 113-027
High 113-135 113-085 -0-050 -0.1% 113-135
Low 113-055 113-050 -0-005 0.0% 113-002
Close 113-075 113-073 -0-002 0.0% 113-075
Range 0-080 0-035 -0-045 -56.3% 0-133
ATR 0-057 0-056 -0-002 -2.8% 0-000
Volume 26,724 13,178 -13,546 -50.7% 51,479
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 113-174 113-158 113-092
R3 113-139 113-123 113-082
R2 113-104 113-104 113-079
R1 113-088 113-088 113-076 113-096
PP 113-069 113-069 113-069 113-073
S1 113-053 113-053 113-069 113-061
S2 113-034 113-034 113-066
S3 112-319 113-018 113-063
S4 112-284 112-303 113-053
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 114-148 114-084 113-148
R3 114-016 113-272 113-111
R2 113-203 113-203 113-099
R1 113-139 113-139 113-087 113-171
PP 113-071 113-071 113-071 113-087
S1 113-007 113-007 113-063 113-039
S2 112-258 112-258 113-051
S3 112-126 112-194 113-039
S4 111-313 112-062 113-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-135 113-002 0-133 0.4% 0-046 0.1% 53% False False 12,436
10 113-135 112-282 0-173 0.5% 0-044 0.1% 64% False False 9,554
20 114-030 112-282 1-068 1.1% 0-051 0.1% 28% False False 6,561
40 114-173 112-282 1-210 1.5% 0-031 0.1% 21% False False 3,292
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-234
2.618 113-177
1.618 113-142
1.000 113-120
0.618 113-107
HIGH 113-085
0.618 113-072
0.500 113-068
0.382 113-063
LOW 113-050
0.618 113-028
1.000 113-015
1.618 112-313
2.618 112-278
4.250 112-221
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 113-071 113-093
PP 113-069 113-086
S1 113-068 113-079

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

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