ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 10-Jul-2018
Day Change Summary
Previous Current
09-Jul-2018 10-Jul-2018 Change Change % Previous Week
Open 113-210 113-165 -0-045 -0.1% 113-180
High 113-213 113-167 -0-045 -0.1% 113-260
Low 113-155 113-127 -0-028 -0.1% 113-130
Close 113-162 113-130 -0-032 -0.1% 113-205
Range 0-058 0-040 -0-018 -30.4% 0-130
ATR 0-079 0-076 -0-003 -3.5% 0-000
Volume 470,658 544,588 73,930 15.7% 2,415,082
Daily Pivots for day following 10-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-262 113-236 113-152
R3 113-222 113-196 113-141
R2 113-182 113-182 113-137
R1 113-156 113-156 113-134 113-149
PP 113-142 113-142 113-142 113-138
S1 113-116 113-116 113-126 113-109
S2 113-102 113-102 113-123
S3 113-062 113-076 113-119
S4 113-022 113-036 113-108
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-268 114-207 113-276
R3 114-138 114-077 113-241
R2 114-008 114-008 113-229
R1 113-267 113-267 113-217 113-297
PP 113-198 113-198 113-198 113-214
S1 113-137 113-137 113-193 113-168
S2 113-068 113-068 113-181
S3 112-258 113-007 113-169
S4 112-128 112-197 113-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-260 113-127 0-133 0.4% 0-064 0.2% 2% False True 558,506
10 113-260 113-127 0-133 0.4% 0-067 0.2% 2% False True 665,586
20 113-260 112-290 0-290 0.8% 0-071 0.2% 55% False False 715,170
40 114-153 112-147 2-005 1.8% 0-089 0.2% 47% False False 793,035
60 114-153 112-147 2-005 1.8% 0-075 0.2% 47% False False 534,036
80 114-173 112-147 2-025 1.8% 0-063 0.2% 45% False False 400,561
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 114-017
2.618 113-272
1.618 113-232
1.000 113-207
0.618 113-192
HIGH 113-167
0.618 113-152
0.500 113-147
0.382 113-143
LOW 113-127
0.618 113-103
1.000 113-087
1.618 113-063
2.618 113-023
4.250 112-277
Fisher Pivots for day following 10-Jul-2018
Pivot 1 day 3 day
R1 113-147 113-194
PP 113-142 113-173
S1 113-136 113-151

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

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