ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 113-033 113-020 -0-013 0.0% 113-155
High 113-065 113-053 -0-012 0.0% 113-175
Low 113-013 113-010 -0-002 0.0% 113-010
Close 113-025 113-040 0-015 0.0% 113-040
Range 0-052 0-042 -0-010 -19.0% 0-165
ATR 0-071 0-069 -0-002 -2.9% 0-000
Volume 710,465 626,049 -84,416 -11.9% 3,935,353
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-162 113-143 113-063
R3 113-119 113-101 113-052
R2 113-077 113-077 113-048
R1 113-058 113-058 113-044 113-068
PP 113-034 113-034 113-034 113-039
S1 113-016 113-016 113-036 113-025
S2 112-312 112-312 113-032
S3 112-269 112-293 113-028
S4 112-227 112-251 113-017
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-250 114-150 113-131
R3 114-085 113-305 113-085
R2 113-240 113-240 113-070
R1 113-140 113-140 113-055 113-108
PP 113-075 113-075 113-075 113-059
S1 112-295 112-295 113-025 112-263
S2 112-230 112-230 113-010
S3 112-065 112-130 112-315
S4 111-220 111-285 112-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-175 113-010 0-165 0.5% 0-064 0.2% 18% False True 787,070
10 113-210 113-010 0-200 0.6% 0-064 0.2% 15% False True 713,004
20 113-260 113-010 0-250 0.7% 0-064 0.2% 12% False True 672,183
40 113-260 112-290 0-290 0.8% 0-073 0.2% 24% False False 741,457
60 114-153 112-147 2-005 1.8% 0-079 0.2% 33% False False 684,620
80 114-153 112-147 2-005 1.8% 0-071 0.2% 33% False False 514,506
100 114-173 112-147 2-025 1.8% 0-058 0.2% 32% False False 411,604
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-233
2.618 113-164
1.618 113-121
1.000 113-095
0.618 113-079
HIGH 113-053
0.618 113-036
0.500 113-031
0.382 113-026
LOW 113-010
0.618 112-304
1.000 112-288
1.618 112-261
2.618 112-219
4.250 112-149
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 113-037 113-048
PP 113-034 113-045
S1 113-031 113-043

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

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