ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 113-047 113-040 -0-007 0.0% 113-155
High 113-050 113-085 0-035 0.1% 113-175
Low 113-013 113-030 0-018 0.0% 113-010
Close 113-038 113-040 0-002 0.0% 113-040
Range 0-038 0-055 0-017 46.6% 0-165
ATR 0-067 0-066 -0-001 -1.3% 0-000
Volume 566,143 1,063,712 497,569 87.9% 3,935,353
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-217 113-183 113-070
R3 113-162 113-128 113-055
R2 113-107 113-107 113-050
R1 113-073 113-073 113-045 113-067
PP 113-052 113-052 113-052 113-049
S1 113-018 113-018 113-035 113-013
S2 112-317 112-317 113-030
S3 112-262 112-283 113-025
S4 112-207 112-228 113-010
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
5 113-085 113-010 0-075 0.2% 0-049 0.1% 40% True False 791,183
10 113-210 113-010 0-200 0.6% 0-063 0.2% 15% False False 769,389
20 113-260 113-010 0-250 0.7% 0-062 0.2% 12% False False 676,898
40 113-260 112-290 0-290 0.8% 0-070 0.2% 24% False False 732,395
60 114-153 112-147 2-005 1.8% 0-079 0.2% 33% False False 711,197
80 114-153 112-147 2-005 1.8% 0-072 0.2% 33% False False 534,879
100 114-173 112-147 2-025 1.8% 0-059 0.2% 32% False False 427,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-319
2.618 113-229
1.618 113-174
1.000 113-140
0.618 113-119
HIGH 113-085
0.618 113-064
0.500 113-058
0.382 113-051
LOW 113-030
0.618 112-316
1.000 112-295
1.618 112-261
2.618 112-206
4.250 112-116
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 113-058 113-048
PP 113-052 113-045
S1 113-046 113-043

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

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