ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 113-175 113-187 0-012 0.0% 113-235
High 113-213 113-207 -0-005 0.0% 113-240
Low 113-173 113-140 -0-033 -0.1% 113-118
Close 113-200 113-142 -0-058 -0.2% 113-200
Range 0-040 0-067 0-027 68.7% 0-122
ATR 0-061 0-061 0-000 0.8% 0-000
Volume 257,890 76,288 -181,602 -70.4% 6,742,481
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-046 114-002 113-180
R3 113-298 113-254 113-161
R2 113-231 113-231 113-155
R1 113-187 113-187 113-149 113-175
PP 113-163 113-163 113-163 113-157
S1 113-119 113-119 113-136 113-108
S2 113-096 113-096 113-130
S3 113-028 113-052 113-124
S4 112-281 112-304 113-105
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
5 113-213 113-118 0-095 0.3% 0-057 0.2% 26% False False 1,064,071
10 113-278 113-118 0-160 0.4% 0-053 0.1% 16% False False 1,100,785
20 113-278 113-045 0-233 0.6% 0-061 0.2% 42% False False 935,690
40 113-278 112-305 0-293 0.8% 0-061 0.2% 54% False False 820,110
60 113-278 112-290 0-307 0.8% 0-064 0.2% 56% False False 786,175
80 114-153 112-147 2-005 1.8% 0-075 0.2% 49% False False 799,877
100 114-153 112-147 2-005 1.8% 0-070 0.2% 49% False False 643,022
120 114-173 112-147 2-025 1.8% 0-062 0.2% 47% False False 535,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114-174
2.618 114-064
1.618 113-317
1.000 113-275
0.618 113-249
HIGH 113-207
0.618 113-182
0.500 113-174
0.382 113-166
LOW 113-140
0.618 113-098
1.000 113-073
1.618 113-031
2.618 112-283
4.250 112-173
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 113-174 113-166
PP 113-163 113-158
S1 113-153 113-150

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

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