ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 112-238 112-240 0-002 0.0% 113-000
High 112-250 112-253 0-002 0.0% 113-010
Low 112-210 112-215 0-005 0.0% 112-147
Close 112-242 112-247 0-005 0.0% 112-247
Range 0-040 0-038 -0-002 -6.2% 0-183
ATR 0-060 0-058 -0-002 -2.7% 0-000
Volume 167,251 287,631 120,380 72.0% 453,666
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 113-031 113-017 112-268
R3 112-313 112-299 112-258
R2 112-276 112-276 112-254
R1 112-262 112-262 112-251 112-269
PP 112-238 112-238 112-238 112-242
S1 112-224 112-224 112-244 112-231
S2 112-201 112-201 112-241
S3 112-163 112-187 112-237
S4 112-126 112-149 112-227
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 114-149 114-061 113-028
R3 113-287 113-198 112-298
R2 113-104 113-104 112-281
R1 113-016 113-016 112-264 112-289
PP 112-242 112-242 112-242 112-218
S1 112-153 112-153 112-231 112-106
S2 112-059 112-059 112-214
S3 111-197 111-291 112-197
S4 111-014 111-108 112-147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-258 112-147 0-110 0.3% 0-057 0.2% 91% False False 141,470
10 113-060 112-147 0-233 0.6% 0-059 0.2% 43% False False 107,143
20 113-135 112-147 0-308 0.9% 0-052 0.1% 33% False False 59,777
40 114-173 112-147 2-025 1.8% 0-047 0.1% 15% False False 30,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-092
2.618 113-031
1.618 112-313
1.000 112-290
0.618 112-276
HIGH 112-253
0.618 112-238
0.500 112-234
0.382 112-229
LOW 112-215
0.618 112-192
1.000 112-178
1.618 112-154
2.618 112-117
4.250 112-056
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 112-243 112-236
PP 112-238 112-224
S1 112-234 112-212

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

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