ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 113-005 113-030 0-025 0.1% 113-047
High 113-042 113-098 0-055 0.2% 113-098
Low 112-315 113-020 0-025 0.1% 112-305
Close 113-040 113-095 0-055 0.2% 113-095
Range 0-047 0-078 0-030 63.2% 0-113
ATR 0-066 0-066 0-001 1.3% 0-000
Volume 702,367 722,777 20,410 2.9% 3,917,235
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-303 113-277 113-138
R3 113-226 113-199 113-116
R2 113-148 113-148 113-109
R1 113-122 113-122 113-102 113-135
PP 113-071 113-071 113-071 113-078
S1 113-044 113-044 113-088 113-058
S2 112-313 112-313 113-081
S3 112-236 112-287 113-074
S4 112-158 112-209 113-052
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-077 114-038 113-157
R3 113-284 113-246 113-126
R2 113-172 113-172 113-116
R1 113-133 113-133 113-105 113-153
PP 113-059 113-059 113-059 113-069
S1 113-021 113-021 113-085 113-040
S2 112-267 112-267 113-074
S3 112-154 112-228 113-064
S4 112-042 112-116 113-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-098 112-305 0-113 0.3% 0-059 0.2% 98% True False 783,447
10 113-175 112-305 0-190 0.5% 0-062 0.2% 58% False False 785,258
20 113-213 112-305 0-228 0.6% 0-061 0.2% 48% False False 702,402
40 113-260 112-290 0-290 0.8% 0-067 0.2% 43% False False 720,545
60 114-153 112-147 2-005 1.8% 0-080 0.2% 41% False False 746,975
80 114-153 112-147 2-005 1.8% 0-073 0.2% 41% False False 563,450
100 114-173 112-147 2-025 1.8% 0-061 0.2% 40% False False 450,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-107
2.618 113-300
1.618 113-223
1.000 113-175
0.618 113-145
HIGH 113-098
0.618 113-068
0.500 113-059
0.382 113-050
LOW 113-020
0.618 112-292
1.000 112-262
1.618 112-215
2.618 112-137
4.250 112-011
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 113-083 113-077
PP 113-071 113-059
S1 113-059 113-041

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

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