ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 112-222 112-238 0-015 0.0% 113-075
High 112-247 112-238 -0-010 0.0% 113-093
Low 112-200 112-185 -0-015 0.0% 112-278
Close 112-207 112-210 0-003 0.0% 112-287
Range 0-047 0-053 0-005 10.6% 0-135
ATR 0-060 0-060 -0-001 -0.9% 0-000
Volume 19,553 6,412 -13,141 -67.2% 47,346
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-048 113-022 112-239
R3 112-316 112-289 112-224
R2 112-263 112-263 112-220
R1 112-237 112-237 112-215 112-224
PP 112-211 112-211 112-211 112-204
S1 112-184 112-184 112-205 112-171
S2 112-158 112-158 112-200
S3 112-106 112-132 112-196
S4 112-053 112-079 112-181
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-091 114-004 113-042
R3 113-276 113-189 113-005
R2 113-141 113-141 112-312
R1 113-054 113-054 112-300 113-030
PP 113-006 113-006 113-006 112-314
S1 112-239 112-239 112-275 112-215
S2 112-191 112-191 112-263
S3 112-056 112-104 112-250
S4 111-241 111-289 112-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-015 112-185 0-150 0.4% 0-059 0.2% 17% False True 13,115
10 113-198 112-185 1-013 0.9% 0-061 0.2% 8% False True 14,817
20 113-265 112-185 1-080 1.1% 0-057 0.2% 6% False True 484,939
40 113-278 112-185 1-093 1.1% 0-059 0.2% 6% False True 617,994
60 113-278 112-185 1-093 1.1% 0-062 0.2% 6% False True 641,850
80 114-153 112-185 1-288 1.7% 0-069 0.2% 4% False True 705,563
100 114-153 112-147 2-005 1.8% 0-071 0.2% 10% False False 644,742
120 114-153 112-147 2-005 1.8% 0-067 0.2% 10% False False 537,864
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-141
2.618 113-055
1.618 113-002
1.000 112-290
0.618 112-270
HIGH 112-238
0.618 112-217
0.500 112-211
0.382 112-205
LOW 112-185
0.618 112-153
1.000 112-132
1.618 112-100
2.618 112-048
4.250 111-282
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 112-211 112-252
PP 112-211 112-238
S1 112-210 112-224

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

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