ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 113-247 113-255 0-008 0.0% 113-220
High 113-278 113-265 -0-013 0.0% 113-258
Low 113-233 113-220 -0-013 0.0% 113-153
Close 113-255 113-240 -0-015 0.0% 113-187
Range 0-045 0-045 0-000 0.0% 0-105
ATR 0-066 0-065 -0-002 -2.3% 0-000
Volume 919,953 1,449,702 529,749 57.6% 4,033,152
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-057 114-033 113-265
R3 114-012 113-308 113-252
R2 113-287 113-287 113-248
R1 113-263 113-263 113-244 113-252
PP 113-242 113-242 113-242 113-236
S1 113-218 113-218 113-236 113-208
S2 113-197 113-197 113-232
S3 113-152 113-173 113-228
S4 113-107 113-128 113-215
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
5 113-278 113-182 0-095 0.3% 0-055 0.2% 61% False False 858,324
10 113-278 113-100 0-178 0.5% 0-069 0.2% 79% False False 891,154
20 113-278 112-305 0-293 0.8% 0-061 0.2% 87% False False 788,011
40 113-278 112-305 0-293 0.8% 0-063 0.2% 87% False False 731,735
60 113-293 112-290 1-002 0.9% 0-070 0.2% 84% False False 773,423
80 114-153 112-147 2-005 1.8% 0-075 0.2% 64% False False 702,737
100 114-153 112-147 2-005 1.8% 0-069 0.2% 64% False False 562,946
120 114-173 112-147 2-025 1.8% 0-059 0.2% 62% False False 469,122
Crabel Price Patterns
NR False
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 0-011
Fibonacci Retracements and Extensions
4.250 114-136
2.618 114-063
1.618 114-018
1.000 113-310
0.618 113-293
HIGH 113-265
0.618 113-248
0.500 113-242
0.382 113-237
LOW 113-220
0.618 113-192
1.000 113-175
1.618 113-147
2.618 113-102
4.250 113-029
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 113-242 113-245
PP 113-242 113-243
S1 113-241 113-242

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

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