ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 112-310 113-000 0-010 0.0% 113-062
High 113-060 113-015 -0-045 -0.1% 113-085
Low 112-305 112-307 0-002 0.0% 112-302
Close 112-315 112-318 0-002 0.0% 112-318
Range 0-075 0-028 -0-047 -63.3% 0-102
ATR 0-057 0-055 -0-002 -3.7% 0-000
Volume 55,362 8,954 -46,408 -83.8% 204,978
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 113-083 113-068 113-013
R3 113-055 113-040 113-005
R2 113-028 113-028 113-003
R1 113-013 113-013 113-000 113-006
PP 113-000 113-000 113-000 112-317
S1 112-305 112-305 112-315 112-299
S2 112-292 112-292 112-312
S3 112-265 112-277 112-310
S4 112-237 112-250 112-302
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 114-009 113-266 113-054
R3 113-227 113-163 113-026
R2 113-124 113-124 113-016
R1 113-061 113-061 113-007 113-041
PP 113-022 113-022 113-022 113-012
S1 112-278 112-278 112-308 112-259
S2 112-239 112-239 112-299
S3 112-137 112-176 112-289
S4 112-034 112-073 112-261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-085 112-302 0-102 0.3% 0-048 0.1% 15% False False 40,995
10 113-135 112-302 0-153 0.4% 0-047 0.1% 10% False False 25,645
20 113-220 112-282 0-258 0.7% 0-047 0.1% 14% False False 16,039
40 114-173 112-282 1-210 1.5% 0-036 0.1% 7% False False 8,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 113-132
2.618 113-087
1.618 113-060
1.000 113-043
0.618 113-032
HIGH 113-015
0.618 113-004
0.500 113-001
0.382 112-318
LOW 112-307
0.618 112-290
1.000 112-280
1.618 112-263
2.618 112-235
4.250 112-191
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 113-001 113-021
PP 113-000 113-013
S1 112-319 113-005

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

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