ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 113-067 113-015 -0-052 -0.1% 113-187
High 113-073 113-038 -0-035 -0.1% 113-207
Low 113-005 113-013 0-008 0.0% 113-070
Close 113-010 113-020 0-010 0.0% 113-075
Range 0-068 0-025 -0-043 -63.0% 0-137
ATR 0-062 0-059 -0-002 -4.0% 0-000
Volume 16,858 5,508 -11,350 -67.3% 209,065
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-098 113-084 113-034
R3 113-073 113-059 113-027
R2 113-048 113-048 113-025
R1 113-034 113-034 113-022 113-041
PP 113-023 113-023 113-023 113-027
S1 113-009 113-009 113-018 113-016
S2 112-318 112-318 113-015
S3 112-293 112-304 113-013
S4 112-268 112-279 113-006
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
5 113-198 113-005 0-193 0.5% 0-060 0.2% 8% False False 19,907
10 113-213 113-005 0-208 0.6% 0-056 0.2% 7% False False 295,658
20 113-278 113-005 0-273 0.8% 0-058 0.2% 6% False False 702,704
40 113-278 112-305 0-293 0.8% 0-061 0.2% 12% False False 734,280
60 113-278 112-305 0-293 0.8% 0-063 0.2% 12% False False 713,980
80 114-153 112-210 1-262 1.6% 0-074 0.2% 22% False False 796,131
100 114-153 112-147 2-005 1.8% 0-070 0.2% 30% False False 644,371
120 114-173 112-147 2-025 1.8% 0-065 0.2% 29% False False 537,230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 113-144
2.618 113-103
1.618 113-078
1.000 113-062
0.618 113-053
HIGH 113-038
0.618 113-028
0.500 113-025
0.382 113-022
LOW 113-013
0.618 112-317
1.000 112-308
1.618 112-292
2.618 112-267
4.250 112-226
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 113-025 113-049
PP 113-023 113-039
S1 113-022 113-030

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

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