ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 112-200 112-260 0-060 0.2% 112-287
High 112-253 112-270 0-018 0.0% 113-000
Low 112-185 112-220 0-035 0.1% 112-185
Close 112-233 112-230 -0-002 0.0% 112-225
Range 0-068 0-050 -0-018 -25.9% 0-135
ATR 0-056 0-056 0-000 -0.8% 0-000
Volume 16,515 2,502 -14,013 -84.9% 61,775
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-070 113-040 112-258
R3 113-020 112-310 112-244
R2 112-290 112-290 112-239
R1 112-260 112-260 112-235 112-250
PP 112-240 112-240 112-240 112-235
S1 112-210 112-210 112-225 112-200
S2 112-190 112-190 112-221
S3 112-140 112-160 112-216
S4 112-090 112-110 112-203
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
5 112-270 112-178 0-093 0.3% 0-042 0.1% 57% True False 4,766
10 113-015 112-178 0-158 0.4% 0-050 0.1% 33% False False 8,940
20 113-213 112-178 1-035 1.0% 0-054 0.1% 15% False False 78,872
40 113-278 112-178 1-100 1.2% 0-058 0.2% 13% False False 522,875
60 113-278 112-178 1-100 1.2% 0-059 0.2% 13% False False 578,098
80 113-278 112-178 1-100 1.2% 0-064 0.2% 13% False False 627,671
100 114-153 112-147 2-005 1.8% 0-071 0.2% 13% False False 644,358
120 114-153 112-147 2-005 1.8% 0-068 0.2% 13% False False 538,059
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-163
2.618 113-081
1.618 113-031
1.000 113-000
0.618 112-301
HIGH 112-270
0.618 112-251
0.500 112-245
0.382 112-239
LOW 112-220
0.618 112-189
1.000 112-170
1.618 112-139
2.618 112-089
4.250 112-007
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 112-245 112-228
PP 112-240 112-226
S1 112-235 112-224

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.