ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 113-020 113-047 0-027 0.1% 113-155
High 113-053 113-050 -0-002 0.0% 113-175
Low 113-010 113-013 0-002 0.0% 113-010
Close 113-040 113-038 -0-002 0.0% 113-040
Range 0-042 0-038 -0-005 -11.7% 0-165
ATR 0-069 0-067 -0-002 -3.3% 0-000
Volume 626,049 566,143 -59,906 -9.6% 3,935,353
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-146 113-129 113-058
R3 113-108 113-092 113-048
R2 113-071 113-071 113-044
R1 113-054 113-054 113-041 113-044
PP 113-033 113-033 113-033 113-028
S1 113-017 113-017 113-034 113-006
S2 112-316 112-316 113-031
S3 112-278 112-299 113-027
S4 112-241 112-262 113-017
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
5 113-093 113-010 0-082 0.2% 0-048 0.1% 33% False False 729,471
10 113-210 113-010 0-200 0.6% 0-061 0.2% 14% False False 708,356
20 113-260 113-010 0-250 0.7% 0-063 0.2% 11% False False 655,602
40 113-260 112-290 0-290 0.8% 0-071 0.2% 23% False False 725,982
60 114-153 112-147 2-005 1.8% 0-079 0.2% 33% False False 693,914
80 114-153 112-147 2-005 1.8% 0-072 0.2% 33% False False 521,583
100 114-173 112-147 2-025 1.8% 0-059 0.2% 32% False False 417,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 113-209
2.618 113-148
1.618 113-111
1.000 113-088
0.618 113-073
HIGH 113-050
0.618 113-036
0.500 113-031
0.382 113-027
LOW 113-013
0.618 112-309
1.000 112-295
1.618 112-272
2.618 112-234
4.250 112-173
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 113-035 113-038
PP 113-033 113-038
S1 113-031 113-038

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

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