ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 23-Jul-2018
Day Change Summary
Previous Current
20-Jul-2018 23-Jul-2018 Change Change % Previous Week
Open 113-193 113-155 -0-038 -0.1% 113-205
High 113-202 113-175 -0-027 -0.1% 113-210
Low 113-142 113-055 -0-087 -0.2% 113-100
Close 113-153 113-058 -0-095 -0.3% 113-153
Range 0-060 0-120 0-060 100.0% 0-110
ATR 0-071 0-074 0-004 5.0% 0-000
Volume 735,626 854,139 118,513 16.1% 3,194,687
Daily Pivots for day following 23-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-136 114-057 113-124
R3 114-016 113-257 113-091
R2 113-216 113-216 113-080
R1 113-137 113-137 113-069 113-116
PP 113-096 113-096 113-096 113-086
S1 113-017 113-017 113-047 112-316
S2 112-296 112-296 113-036
S3 112-176 112-217 113-025
S4 112-056 112-097 112-312
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
5 113-210 113-055 0-155 0.4% 0-074 0.2% 2% False True 687,241
10 113-210 113-055 0-155 0.4% 0-066 0.2% 2% False True 657,894
20 113-260 113-055 0-205 0.6% 0-067 0.2% 1% False True 678,504
40 114-153 112-290 1-182 1.4% 0-089 0.2% 17% False False 871,302
60 114-153 112-147 2-005 1.8% 0-078 0.2% 36% False False 633,595
80 114-173 112-147 2-025 1.8% 0-070 0.2% 35% False False 475,991
100 114-173 112-147 2-025 1.8% 0-056 0.2% 35% False False 380,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 115-045
2.618 114-169
1.618 114-049
1.000 113-295
0.618 113-249
HIGH 113-175
0.618 113-129
0.500 113-115
0.382 113-101
LOW 113-055
0.618 112-301
1.000 112-255
1.618 112-181
2.618 112-061
4.250 111-185
Fisher Pivots for day following 23-Jul-2018
Pivot 1 day 3 day
R1 113-115 113-133
PP 113-096 113-108
S1 113-077 113-083

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

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