ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 113-107 113-053 -0-055 -0.2% 113-047
High 113-110 113-078 -0-033 -0.1% 113-098
Low 113-045 113-045 0-000 0.0% 112-305
Close 113-053 113-060 0-007 0.0% 113-095
Range 0-065 0-033 -0-033 -50.0% 0-113
ATR 0-065 0-063 -0-002 -3.6% 0-000
Volume 550,153 579,482 29,329 5.3% 3,917,235
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-158 113-142 113-078
R3 113-126 113-109 113-069
R2 113-093 113-093 113-066
R1 113-077 113-077 113-063 113-085
PP 113-061 113-061 113-061 113-065
S1 113-044 113-044 113-057 113-052
S2 113-028 113-028 113-054
S3 112-316 113-012 113-051
S4 112-283 112-299 113-042
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
5 113-127 112-315 0-132 0.4% 0-055 0.2% 49% False False 613,597
10 113-127 112-305 0-142 0.4% 0-054 0.1% 53% False False 689,659
20 113-210 112-305 0-225 0.6% 0-060 0.2% 33% False False 693,858
40 113-260 112-290 0-290 0.8% 0-065 0.2% 31% False False 707,499
60 114-153 112-147 2-005 1.8% 0-080 0.2% 36% False False 772,846
80 114-153 112-147 2-005 1.8% 0-072 0.2% 36% False False 583,917
100 114-173 112-147 2-025 1.8% 0-063 0.2% 35% False False 467,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-013
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 113-216
2.618 113-163
1.618 113-130
1.000 113-110
0.618 113-098
HIGH 113-078
0.618 113-065
0.500 113-061
0.382 113-057
LOW 113-045
0.618 113-025
1.000 113-012
1.618 112-312
2.618 112-280
4.250 112-227
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 113-061 113-086
PP 113-061 113-077
S1 113-060 113-069

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

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