ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 02-Aug-2018
Day Change Summary
Previous Current
01-Aug-2018 02-Aug-2018 Change Change % Previous Week
Open 113-030 113-005 -0-025 -0.1% 113-155
High 113-065 113-042 -0-022 -0.1% 113-175
Low 112-305 112-315 0-010 0.0% 113-010
Close 113-002 113-040 0-038 0.1% 113-040
Range 0-080 0-047 -0-033 -40.6% 0-165
ATR 0-067 0-066 -0-001 -2.1% 0-000
Volume 862,236 702,367 -159,869 -18.5% 3,935,353
Daily Pivots for day following 02-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-168 113-152 113-066
R3 113-121 113-104 113-053
R2 113-073 113-073 113-049
R1 113-057 113-057 113-044 113-065
PP 113-026 113-026 113-026 113-030
S1 113-009 113-009 113-036 113-018
S2 112-298 112-298 113-031
S3 112-251 112-282 113-027
S4 112-203 112-234 113-014
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% 0-052 0.1% 55% False False 764,101
10 113-202 112-305 0-218 0.6% 0-060 0.2% 25% False False 786,543
20 113-260 112-305 0-275 0.8% 0-061 0.2% 20% False False 694,034
40 113-260 112-290 0-290 0.8% 0-069 0.2% 24% False False 730,009
60 114-153 112-147 2-005 1.8% 0-079 0.2% 33% False False 736,572
80 114-153 112-147 2-005 1.8% 0-072 0.2% 33% False False 554,428
100 114-173 112-147 2-025 1.8% 0-061 0.2% 32% False False 443,549
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-244
2.618 113-167
1.618 113-119
1.000 113-090
0.618 113-072
HIGH 113-042
0.618 113-024
0.500 113-019
0.382 113-013
LOW 112-315
0.618 112-286
1.000 112-268
1.618 112-238
2.618 112-191
4.250 112-113
Fisher Pivots for day following 02-Aug-2018
Pivot 1 day 3 day
R1 113-033 113-038
PP 113-026 113-037
S1 113-019 113-035

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

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