ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 07-Sep-2018
Day Change Summary
Previous Current
06-Sep-2018 07-Sep-2018 Change Change % Previous Week
Open 113-155 113-195 0-040 0.1% 113-187
High 113-198 113-198 0-000 0.0% 113-207
Low 113-145 113-070 -0-075 -0.2% 113-070
Close 113-187 113-075 -0-112 -0.3% 113-075
Range 0-053 0-127 0-075 142.8% 0-137
ATR 0-059 0-064 0-005 8.2% 0-000
Volume 27,471 41,942 14,471 52.7% 209,065
Daily Pivots for day following 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-177 114-093 113-145
R3 114-049 113-286 113-110
R2 113-242 113-242 113-098
R1 113-158 113-158 113-087 113-136
PP 113-114 113-114 113-114 113-103
S1 113-031 113-031 113-063 113-009
S2 112-307 112-307 113-052
S3 112-179 112-223 113-040
S4 112-052 112-096 113-005
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-210 114-120 113-151
R3 114-072 113-302 113-113
R2 113-255 113-255 113-100
R1 113-165 113-165 113-088 113-141
PP 113-118 113-118 113-118 113-106
S1 113-028 113-028 113-062 113-004
S2 112-300 112-300 113-050
S3 112-163 112-210 113-037
S4 112-025 112-073 112-319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-213 113-070 0-142 0.4% 0-065 0.2% 4% False True 93,391
10 113-240 113-070 0-170 0.5% 0-061 0.2% 3% False True 814,285
20 113-278 113-070 0-207 0.6% 0-065 0.2% 2% False True 852,720
40 113-278 112-305 0-293 0.8% 0-062 0.2% 31% False False 773,441
60 113-278 112-305 0-293 0.8% 0-064 0.2% 31% False False 750,700
80 114-153 112-147 2-005 1.8% 0-075 0.2% 38% False False 798,910
100 114-153 112-147 2-005 1.8% 0-070 0.2% 38% False False 644,235
120 114-173 112-147 2-025 1.8% 0-064 0.2% 37% False False 536,979
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 19 trading days
Fibonacci Retracements and Extensions
4.250 115-099
2.618 114-211
1.618 114-084
1.000 114-005
0.618 113-276
HIGH 113-198
0.618 113-149
0.500 113-134
0.382 113-119
LOW 113-070
0.618 112-311
1.000 112-263
1.618 112-184
2.618 112-056
4.250 111-168
Fisher Pivots for day following 07-Sep-2018
Pivot 1 day 3 day
R1 113-134 113-134
PP 113-114 113-114
S1 113-095 113-095

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

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