ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 113-125 113-175 0-050 0.1% 113-235
High 113-182 113-213 0-030 0.1% 113-240
Low 113-120 113-173 0-053 0.1% 113-118
Close 113-173 113-200 0-027 0.1% 113-200
Range 0-062 0-040 -0-022 -36.0% 0-122
ATR 0-062 0-061 -0-002 -2.6% 0-000
Volume 980,432 257,890 -722,542 -73.7% 6,742,481
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-315 113-298 113-222
R3 113-275 113-258 113-211
R2 113-235 113-235 113-207
R1 113-218 113-218 113-204 113-226
PP 113-195 113-195 113-195 113-199
S1 113-178 113-178 113-196 113-186
S2 113-155 113-155 113-193
S3 113-115 113-138 113-189
S4 113-075 113-098 113-178
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-233 114-179 113-267
R3 114-111 114-057 113-234
R2 113-308 113-308 113-222
R1 113-254 113-254 113-211 113-220
PP 113-186 113-186 113-186 113-169
S1 113-132 113-132 113-189 113-098
S2 113-063 113-063 113-178
S3 112-261 113-009 113-166
S4 112-138 112-207 113-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-240 113-118 0-122 0.3% 0-055 0.1% 67% False False 1,348,496
10 113-278 113-118 0-160 0.4% 0-055 0.2% 52% False False 1,158,724
20 113-278 113-045 0-233 0.6% 0-061 0.2% 67% False False 957,536
40 113-278 112-305 0-293 0.8% 0-061 0.2% 74% False False 829,969
60 113-278 112-290 0-307 0.8% 0-065 0.2% 75% False False 799,542
80 114-153 112-147 2-005 1.8% 0-075 0.2% 58% False False 799,616
100 114-153 112-147 2-005 1.8% 0-070 0.2% 58% False False 642,267
120 114-173 112-147 2-025 1.8% 0-061 0.2% 56% False False 535,237
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 0-009
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 114-063
2.618 113-317
1.618 113-277
1.000 113-253
0.618 113-237
HIGH 113-213
0.618 113-197
0.500 113-193
0.382 113-188
LOW 113-173
0.618 113-148
1.000 113-133
1.618 113-108
2.618 113-068
4.250 113-003
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 113-198 113-188
PP 113-195 113-177
S1 113-193 113-165

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

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