ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 112-238 112-200 -0-038 -0.1% 112-287
High 112-238 112-227 -0-010 0.0% 113-000
Low 112-185 112-195 0-010 0.0% 112-185
Close 112-210 112-225 0-015 0.0% 112-225
Range 0-053 0-032 -0-020 -38.1% 0-135
ATR 0-060 0-058 -0-002 -3.2% 0-000
Volume 6,412 2,893 -3,519 -54.9% 61,775
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 112-313 112-302 112-243
R3 112-281 112-269 112-234
R2 112-248 112-248 112-231
R1 112-237 112-237 112-228 112-242
PP 112-216 112-216 112-216 112-219
S1 112-204 112-204 112-222 112-210
S2 112-183 112-183 112-219
S3 112-151 112-172 112-216
S4 112-118 112-139 112-207
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-008 113-252 112-299
R3 113-193 113-117 112-262
R2 113-058 113-058 112-250
R1 112-302 112-302 112-237 112-272
PP 112-243 112-243 112-243 112-229
S1 112-167 112-167 112-213 112-137
S2 112-108 112-108 112-200
S3 111-293 112-032 112-188
S4 111-158 111-217 112-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-000 112-185 0-135 0.4% 0-054 0.1% 30% False False 12,355
10 113-093 112-185 0-228 0.6% 0-051 0.1% 18% False False 10,912
20 113-240 112-185 1-055 1.0% 0-056 0.2% 11% False False 412,598
40 113-278 112-185 1-093 1.1% 0-059 0.2% 10% False False 600,305
60 113-278 112-185 1-093 1.1% 0-061 0.2% 10% False False 625,356
80 113-293 112-185 1-108 1.2% 0-067 0.2% 9% False False 683,217
100 114-153 112-147 2-005 1.8% 0-071 0.2% 12% False False 644,710
120 114-153 112-147 2-005 1.8% 0-067 0.2% 12% False False 537,888
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-046
2.618 112-313
1.618 112-280
1.000 112-260
0.618 112-248
HIGH 112-227
0.618 112-215
0.500 112-211
0.382 112-207
LOW 112-195
0.618 112-175
1.000 112-163
1.618 112-142
2.618 112-110
4.250 112-057
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 112-220 112-222
PP 112-216 112-219
S1 112-211 112-216

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

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