ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 113-187 113-145 -0-042 -0.1% 113-235
High 113-207 113-173 -0-035 -0.1% 113-240
Low 113-140 113-133 -0-007 0.0% 113-118
Close 113-142 113-153 0-010 0.0% 113-200
Range 0-067 0-040 -0-027 -40.7% 0-122
ATR 0-061 0-060 -0-002 -2.5% 0-000
Volume 76,288 63,364 -12,924 -16.9% 6,742,481
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-273 113-253 113-175
R3 113-233 113-213 113-164
R2 113-193 113-193 113-160
R1 113-173 113-173 113-156 113-183
PP 113-153 113-153 113-153 113-158
S1 113-133 113-133 113-149 113-143
S2 113-113 113-113 113-145
S3 113-073 113-093 113-142
S4 113-033 113-053 113-131
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% 0-053 0.1% 37% False False 571,409
10 113-278 113-118 0-160 0.4% 0-052 0.1% 22% False False 1,044,309
20 113-278 113-045 0-233 0.6% 0-060 0.2% 46% False False 911,351
40 113-278 112-305 0-293 0.8% 0-061 0.2% 57% False False 808,079
60 113-278 112-290 0-307 0.8% 0-064 0.2% 59% False False 777,110
80 114-153 112-147 2-005 1.8% 0-075 0.2% 50% False False 800,557
100 114-153 112-147 2-005 1.8% 0-070 0.2% 50% False False 643,654
120 114-173 112-147 2-025 1.8% 0-062 0.2% 49% False False 536,401
Crabel Price Patterns
NR True
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-023
2.618 113-277
1.618 113-237
1.000 113-213
0.618 113-197
HIGH 113-173
0.618 113-157
0.500 113-153
0.382 113-148
LOW 113-133
0.618 113-108
1.000 113-093
1.618 113-068
2.618 113-028
4.250 112-283
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 113-153 113-173
PP 113-153 113-166
S1 113-153 113-159

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

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