ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 113-145 113-193 0-048 0.1% 113-205
High 113-210 113-202 -0-008 0.0% 113-210
Low 113-100 113-142 0-042 0.1% 113-100
Close 113-187 113-153 -0-035 -0.1% 113-153
Range 0-110 0-060 -0-050 -45.5% 0-110
ATR 0-071 0-071 -0-001 -1.1% 0-000
Volume 924,971 735,626 -189,345 -20.5% 3,194,687
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-026 113-309 113-186
R3 113-286 113-249 113-169
R2 113-226 113-226 113-164
R1 113-189 113-189 113-158 113-178
PP 113-166 113-166 113-166 113-160
S1 113-129 113-129 113-147 113-118
S2 113-106 113-106 113-142
S3 113-046 113-069 113-136
S4 112-306 113-009 113-120
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-164 114-108 113-213
R3 114-054 113-318 113-183
R2 113-264 113-264 113-173
R1 113-208 113-208 113-163 113-181
PP 113-154 113-154 113-154 113-141
S1 113-098 113-098 113-142 113-071
S2 113-044 113-044 113-132
S3 112-254 112-308 113-122
S4 112-144 112-198 113-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-210 113-100 0-110 0.3% 0-064 0.2% 48% False False 638,937
10 113-213 113-100 0-113 0.3% 0-059 0.2% 47% False False 619,546
20 113-260 113-095 0-165 0.5% 0-063 0.2% 35% False False 660,099
40 114-153 112-290 1-182 1.4% 0-088 0.2% 36% False False 877,726
60 114-153 112-147 2-005 1.8% 0-077 0.2% 50% False False 619,735
80 114-173 112-147 2-025 1.8% 0-069 0.2% 49% False False 465,314
100 114-173 112-147 2-025 1.8% 0-055 0.2% 49% False False 372,251
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-137
2.618 114-040
1.618 113-300
1.000 113-262
0.618 113-240
HIGH 113-202
0.618 113-180
0.500 113-172
0.382 113-165
LOW 113-142
0.618 113-105
1.000 113-082
1.618 113-045
2.618 112-305
4.250 112-207
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 113-172 113-155
PP 113-166 113-154
S1 113-159 113-153

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

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