ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 26-Sep-2018
Day Change Summary
Previous Current
25-Sep-2018 26-Sep-2018 Change Change % Previous Week
Open 112-182 112-200 0-018 0.0% 112-287
High 112-200 112-253 0-053 0.1% 113-000
Low 112-178 112-185 0-007 0.0% 112-185
Close 112-190 112-233 0-042 0.1% 112-225
Range 0-022 0-068 0-045 200.1% 0-135
ATR 0-055 0-056 0-001 1.6% 0-000
Volume 86 16,515 16,429 19,103.5% 61,775
Daily Pivots for day following 26-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-106 113-077 112-270
R3 113-038 113-009 112-251
R2 112-291 112-291 112-245
R1 112-262 112-262 112-239 112-276
PP 112-223 112-223 112-223 112-231
S1 112-194 112-194 112-226 112-209
S2 112-156 112-156 112-220
S3 112-088 112-127 112-214
S4 112-021 112-059 112-195
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
5 112-253 112-178 0-075 0.2% 0-042 0.1% 73% True False 5,548
10 113-050 112-178 0-193 0.5% 0-052 0.1% 29% False False 9,743
20 113-213 112-178 1-035 1.0% 0-054 0.2% 15% False False 152,700
40 113-278 112-178 1-100 1.2% 0-059 0.2% 13% False False 544,368
60 113-278 112-178 1-100 1.2% 0-060 0.2% 13% False False 588,545
80 113-278 112-178 1-100 1.2% 0-064 0.2% 13% False False 638,382
100 114-153 112-147 2-005 1.8% 0-071 0.2% 13% False False 644,465
120 114-153 112-147 2-005 1.8% 0-068 0.2% 13% False False 538,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 113-219
2.618 113-109
1.618 113-042
1.000 113-000
0.618 112-294
HIGH 112-253
0.618 112-227
0.500 112-219
0.382 112-211
LOW 112-185
0.618 112-143
1.000 112-117
1.618 112-076
2.618 112-008
4.250 111-218
Fisher Pivots for day following 26-Sep-2018
Pivot 1 day 3 day
R1 112-228 112-227
PP 112-223 112-221
S1 112-219 112-215

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

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