ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 26-Jul-2018
Day Change Summary
Previous Current
25-Jul-2018 26-Jul-2018 Change Change % Previous Week
Open 113-062 113-033 -0-030 -0.1% 113-205
High 113-085 113-065 -0-020 -0.1% 113-210
Low 113-025 113-013 -0-012 0.0% 113-100
Close 113-080 113-025 -0-055 -0.2% 113-153
Range 0-060 0-052 -0-008 -12.5% 0-110
ATR 0-071 0-071 0-000 -0.4% 0-000
Volume 989,547 710,465 -279,082 -28.2% 3,194,687
Daily Pivots for day following 26-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-192 113-161 113-054
R3 113-139 113-108 113-039
R2 113-087 113-087 113-035
R1 113-056 113-056 113-030 113-045
PP 113-034 113-034 113-034 113-029
S1 113-003 113-003 113-020 112-313
S2 112-302 112-302 113-015
S3 112-249 112-271 113-011
S4 112-197 112-218 112-316
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
5 113-202 113-013 0-190 0.5% 0-068 0.2% 7% False True 808,986
10 113-210 113-013 0-198 0.5% 0-065 0.2% 6% False True 703,455
20 113-260 113-013 0-247 0.7% 0-065 0.2% 5% False True 675,459
40 113-293 112-290 1-002 0.9% 0-075 0.2% 17% False False 766,129
60 114-153 112-147 2-005 1.8% 0-079 0.2% 31% False False 674,313
80 114-153 112-147 2-005 1.8% 0-071 0.2% 31% False False 506,680
100 114-173 112-147 2-025 1.8% 0-058 0.2% 30% False False 405,344
Crabel Price Patterns
NR True
NR4 False
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-288
2.618 113-202
1.618 113-150
1.000 113-117
0.618 113-097
HIGH 113-065
0.618 113-045
0.500 113-039
0.382 113-033
LOW 113-013
0.618 112-300
1.000 112-280
1.618 112-248
2.618 112-195
4.250 112-109
Fisher Pivots for day following 26-Jul-2018
Pivot 1 day 3 day
R1 113-039 113-053
PP 113-034 113-043
S1 113-030 113-034

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

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