ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 112-200 112-190 -0-010 0.0% 112-287
High 112-227 112-227 0-000 0.0% 113-000
Low 112-195 112-190 -0-005 0.0% 112-185
Close 112-225 112-220 -0-005 0.0% 112-225
Range 0-032 0-037 0-005 15.4% 0-135
ATR 0-058 0-056 -0-001 -2.5% 0-000
Volume 2,893 1,835 -1,058 -36.6% 61,775
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-005 112-310 112-241
R3 112-287 112-272 112-230
R2 112-250 112-250 112-227
R1 112-235 112-235 112-223 112-242
PP 112-213 112-213 112-213 112-216
S1 112-198 112-198 112-217 112-205
S2 112-175 112-175 112-213
S3 112-138 112-160 112-210
S4 112-100 112-123 112-199
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% 0-052 0.1% 26% False False 7,168
10 113-073 112-185 0-208 0.6% 0-052 0.1% 17% False False 10,320
20 113-240 112-185 1-055 1.0% 0-056 0.2% 9% False False 353,125
40 113-278 112-185 1-093 1.1% 0-059 0.2% 8% False False 584,699
60 113-278 112-185 1-093 1.1% 0-061 0.2% 8% False False 613,861
80 113-278 112-185 1-093 1.1% 0-066 0.2% 8% False False 663,078
100 114-153 112-147 2-005 1.8% 0-071 0.2% 11% False False 644,652
120 114-153 112-147 2-005 1.8% 0-067 0.2% 11% False False 537,904
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-067
2.618 113-006
1.618 112-288
1.000 112-265
0.618 112-251
HIGH 112-227
0.618 112-213
0.500 112-209
0.382 112-204
LOW 112-190
0.618 112-167
1.000 112-153
1.618 112-129
2.618 112-092
4.250 112-031
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 112-216 112-217
PP 112-213 112-214
S1 112-209 112-211

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

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