ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 113-030 113-098 0-067 0.2% 113-047
High 113-098 113-127 0-030 0.1% 113-098
Low 113-020 113-075 0-055 0.2% 112-305
Close 113-095 113-107 0-012 0.0% 113-095
Range 0-078 0-052 -0-025 -32.3% 0-113
ATR 0-066 0-065 -0-001 -1.5% 0-000
Volume 722,777 513,207 -209,570 -29.0% 3,917,235
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-261 113-237 113-136
R3 113-208 113-184 113-122
R2 113-156 113-156 113-117
R1 113-132 113-132 113-112 113-144
PP 113-103 113-103 113-103 113-109
S1 113-079 113-079 113-103 113-091
S2 113-051 113-051 113-098
S3 112-318 113-027 113-093
S4 112-266 112-294 113-079
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
5 113-127 112-305 0-142 0.4% 0-062 0.2% 86% True False 772,859
10 113-127 112-305 0-142 0.4% 0-055 0.2% 86% True False 751,165
20 113-210 112-305 0-225 0.6% 0-060 0.2% 54% False False 704,530
40 113-260 112-290 0-290 0.8% 0-066 0.2% 47% False False 711,417
60 114-153 112-147 2-005 1.8% 0-080 0.2% 43% False False 754,606
80 114-153 112-147 2-005 1.8% 0-072 0.2% 43% False False 569,855
100 114-173 112-147 2-025 1.8% 0-062 0.2% 42% False False 455,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-031
2.618 113-265
1.618 113-212
1.000 113-180
0.618 113-160
HIGH 113-127
0.618 113-107
0.500 113-101
0.382 113-095
LOW 113-075
0.618 113-043
1.000 113-023
1.618 112-310
2.618 112-258
4.250 112-172
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 113-105 113-092
PP 113-103 113-077
S1 113-101 113-061

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

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