ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 24-Jul-2018
Day Change Summary
Previous Current
23-Jul-2018 24-Jul-2018 Change Change % Previous Week
Open 113-155 113-073 -0-082 -0.2% 113-205
High 113-175 113-093 -0-082 -0.2% 113-210
Low 113-055 113-045 -0-010 0.0% 113-100
Close 113-058 113-070 0-013 0.0% 113-153
Range 0-120 0-048 -0-072 -60.4% 0-110
ATR 0-074 0-072 -0-002 -2.6% 0-000
Volume 854,139 755,153 -98,986 -11.6% 3,194,687
Daily Pivots for day following 24-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-212 113-188 113-096
R3 113-164 113-141 113-083
R2 113-117 113-117 113-079
R1 113-093 113-093 113-074 113-081
PP 113-069 113-069 113-069 113-063
S1 113-046 113-046 113-066 113-034
S2 113-022 113-022 113-061
S3 112-294 112-318 113-057
S4 112-247 112-271 113-044
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
5 113-210 113-045 0-165 0.5% 0-076 0.2% 15% False True 747,596
10 113-210 113-045 0-165 0.5% 0-066 0.2% 15% False True 678,951
20 113-260 113-045 0-215 0.6% 0-067 0.2% 12% False True 672,269
40 114-153 112-290 1-182 1.4% 0-087 0.2% 20% False False 851,872
60 114-153 112-147 2-005 1.8% 0-079 0.2% 38% False False 646,123
80 114-173 112-147 2-025 1.8% 0-071 0.2% 36% False False 485,430
100 114-173 112-147 2-025 1.8% 0-057 0.2% 36% False False 388,344
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-294
2.618 113-217
1.618 113-169
1.000 113-140
0.618 113-122
HIGH 113-093
0.618 113-074
0.500 113-069
0.382 113-063
LOW 113-045
0.618 113-016
1.000 112-317
1.618 112-288
2.618 112-241
4.250 112-163
Fisher Pivots for day following 24-Jul-2018
Pivot 1 day 3 day
R1 113-070 113-124
PP 113-069 113-106
S1 113-069 113-088

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

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