ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 113-040 113-030 -0-010 0.0% 113-155
High 113-085 113-065 -0-020 -0.1% 113-175
Low 113-030 112-305 -0-045 -0.1% 113-010
Close 113-040 113-002 -0-038 -0.1% 113-040
Range 0-055 0-080 0-025 45.5% 0-165
ATR 0-066 0-067 0-001 1.5% 0-000
Volume 1,063,712 862,236 -201,476 -18.9% 3,935,353
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-257 113-210 113-046
R3 113-177 113-130 113-024
R2 113-097 113-097 113-017
R1 113-050 113-050 113-010 113-034
PP 113-017 113-017 113-017 113-009
S1 112-290 112-290 112-315 112-274
S2 112-257 112-257 112-308
S3 112-177 112-210 112-300
S4 112-097 112-130 112-278
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
5 113-085 112-305 0-100 0.3% 0-053 0.1% 18% False True 765,721
10 113-210 112-305 0-225 0.6% 0-066 0.2% 8% False True 808,804
20 113-260 112-305 0-275 0.8% 0-062 0.2% 6% False True 688,545
40 113-260 112-290 0-290 0.8% 0-070 0.2% 11% False False 732,467
60 114-153 112-147 2-005 1.8% 0-080 0.2% 27% False False 725,348
80 114-153 112-147 2-005 1.8% 0-072 0.2% 27% False False 545,651
100 114-173 112-147 2-025 1.8% 0-060 0.2% 26% False False 436,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114-085
2.618 113-274
1.618 113-194
1.000 113-145
0.618 113-114
HIGH 113-065
0.618 113-034
0.500 113-025
0.382 113-016
LOW 112-305
0.618 112-256
1.000 112-225
1.618 112-176
2.618 112-096
4.250 111-285
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 113-025 113-035
PP 113-017 113-024
S1 113-010 113-013

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

View Archives - Comment on this page... - Back to Index of Symbols