ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 113-145 113-155 0-010 0.0% 113-235
High 113-173 113-198 0-025 0.1% 113-240
Low 113-133 113-145 0-012 0.0% 113-118
Close 113-153 113-187 0-035 0.1% 113-200
Range 0-040 0-053 0-013 31.3% 0-122
ATR 0-060 0-059 -0-001 -0.9% 0-000
Volume 63,364 27,471 -35,893 -56.6% 6,742,481
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-014 113-313 113-216
R3 113-282 113-261 113-202
R2 113-229 113-229 113-197
R1 113-208 113-208 113-192 113-219
PP 113-177 113-177 113-177 113-182
S1 113-156 113-156 113-183 113-166
S2 113-124 113-124 113-178
S3 113-072 113-103 113-173
S4 113-019 113-051 113-159
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
5 113-213 113-120 0-093 0.3% 0-052 0.1% 73% False False 281,089
10 113-265 113-118 0-147 0.4% 0-053 0.1% 47% False False 955,061
20 113-278 113-058 0-220 0.6% 0-061 0.2% 59% False False 883,750
40 113-278 112-305 0-293 0.8% 0-060 0.2% 69% False False 788,804
60 113-278 112-290 0-307 0.8% 0-064 0.2% 71% False False 766,249
80 114-153 112-147 2-005 1.8% 0-075 0.2% 56% False False 800,572
100 114-153 112-147 2-005 1.8% 0-070 0.2% 56% False False 643,884
120 114-173 112-147 2-025 1.8% 0-063 0.2% 54% False False 536,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-101
2.618 114-015
1.618 113-282
1.000 113-250
0.618 113-230
HIGH 113-198
0.618 113-177
0.500 113-171
0.382 113-165
LOW 113-145
0.618 113-113
1.000 113-092
1.618 113-060
2.618 113-008
4.250 112-242
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 113-182 113-182
PP 113-177 113-176
S1 113-171 113-170

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

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