ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 113-015 113-015 0-000 0.0% 113-187
High 113-038 113-050 0-013 0.0% 113-207
Low 113-013 112-302 -0-030 -0.1% 113-070
Close 113-020 113-013 -0-007 0.0% 113-075
Range 0-025 0-068 0-043 170.2% 0-137
ATR 0-059 0-060 0-001 1.0% 0-000
Volume 5,508 10,528 5,020 91.1% 209,065
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-218 113-183 113-050
R3 113-150 113-115 113-031
R2 113-083 113-083 113-025
R1 113-048 113-048 113-019 113-031
PP 113-015 113-015 113-015 113-007
S1 112-300 112-300 113-006 112-284
S2 112-267 112-267 113-000
S3 112-200 112-232 112-314
S4 112-132 112-165 112-295
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
5 113-198 112-302 0-215 0.6% 0-063 0.2% 14% False True 16,518
10 113-213 112-302 0-230 0.6% 0-058 0.2% 13% False True 148,803
20 113-278 112-302 0-295 0.8% 0-057 0.2% 10% False True 658,436
40 113-278 112-302 0-295 0.8% 0-062 0.2% 10% False True 722,840
60 113-278 112-302 0-295 0.8% 0-063 0.2% 10% False True 700,150
80 114-153 112-215 1-258 1.6% 0-075 0.2% 20% False False 794,172
100 114-153 112-147 2-005 1.8% 0-070 0.2% 29% False False 644,420
120 114-173 112-147 2-025 1.8% 0-065 0.2% 28% False False 537,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-017
2.618 113-227
1.618 113-159
1.000 113-118
0.618 113-092
HIGH 113-050
0.618 113-024
0.500 113-016
0.382 113-008
LOW 112-302
0.618 112-261
1.000 112-235
1.618 112-193
2.618 112-126
4.250 112-016
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 113-016 113-028
PP 113-015 113-023
S1 113-014 113-018

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

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