ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 113-267 113-247 -0-020 -0.1% 113-220
High 113-267 113-278 0-010 0.0% 113-258
Low 113-213 113-233 0-020 0.1% 113-153
Close 113-225 113-255 0-030 0.1% 113-187
Range 0-055 0-045 -0-010 -18.2% 0-105
ATR 0-068 0-066 -0-001 -1.6% 0-000
Volume 628,120 919,953 291,833 46.5% 4,033,152
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-070 114-047 113-280
R3 114-025 114-002 113-267
R2 113-300 113-300 113-263
R1 113-278 113-278 113-259 113-289
PP 113-255 113-255 113-255 113-261
S1 113-233 113-233 113-251 113-244
S2 113-210 113-210 113-247
S3 113-165 113-188 113-243
S4 113-120 113-143 113-230
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-194 114-136 113-245
R3 114-089 114-031 113-216
R2 113-304 113-304 113-207
R1 113-246 113-246 113-197 113-222
PP 113-199 113-199 113-199 113-188
S1 113-141 113-141 113-178 113-118
S2 113-094 113-094 113-168
S3 112-309 113-036 113-159
S4 112-204 112-251 113-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-278 113-165 0-113 0.3% 0-058 0.2% 80% True False 707,106
10 113-278 113-058 0-220 0.6% 0-070 0.2% 90% True False 812,440
20 113-278 112-305 0-293 0.8% 0-062 0.2% 92% True False 751,049
40 113-278 112-305 0-293 0.8% 0-064 0.2% 92% True False 720,306
60 114-153 112-290 1-182 1.4% 0-074 0.2% 57% False False 779,105
80 114-153 112-147 2-005 1.8% 0-075 0.2% 66% False False 684,693
100 114-153 112-147 2-005 1.8% 0-069 0.2% 66% False False 548,449
120 114-173 112-147 2-025 1.8% 0-058 0.2% 64% False False 457,041
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-149
2.618 114-075
1.618 114-030
1.000 114-002
0.618 113-305
HIGH 113-278
0.618 113-260
0.500 113-255
0.382 113-250
LOW 113-233
0.618 113-205
1.000 113-188
1.618 113-160
2.618 113-115
4.250 113-041
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 113-255 113-248
PP 113-255 113-241
S1 113-255 113-234

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

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