ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 112-260 112-240 -0-020 -0.1% 112-190
High 112-270 112-273 0-002 0.0% 112-273
Low 112-220 112-238 0-018 0.0% 112-178
Close 112-230 112-265 0-035 0.1% 112-265
Range 0-050 0-035 -0-015 -30.0% 0-095
ATR 0-056 0-055 -0-001 -1.7% 0-000
Volume 2,502 248 -2,254 -90.1% 21,186
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-043 113-029 112-284
R3 113-008 112-314 112-275
R2 112-293 112-293 112-271
R1 112-279 112-279 112-268 112-286
PP 112-258 112-258 112-258 112-262
S1 112-244 112-244 112-262 112-251
S2 112-223 112-223 112-259
S3 112-188 112-209 112-255
S4 112-153 112-174 112-246
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-203 113-169 112-317
R3 113-108 113-074 112-291
R2 113-013 113-013 112-282
R1 112-299 112-299 112-274 112-316
PP 112-238 112-238 112-238 112-247
S1 112-204 112-204 112-256 112-221
S2 112-143 112-143 112-248
S3 112-048 112-109 112-239
S4 111-273 112-014 112-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-273 112-178 0-095 0.3% 0-043 0.1% 92% True False 4,237
10 113-000 112-178 0-142 0.4% 0-048 0.1% 61% False False 8,296
20 113-213 112-178 1-035 1.0% 0-053 0.1% 25% False False 29,863
40 113-278 112-178 1-100 1.2% 0-058 0.2% 21% False False 505,322
60 113-278 112-178 1-100 1.2% 0-059 0.2% 21% False False 568,226
80 113-278 112-178 1-100 1.2% 0-063 0.2% 21% False False 617,665
100 114-153 112-147 2-005 1.8% 0-071 0.2% 18% False False 644,072
120 114-153 112-147 2-005 1.8% 0-067 0.2% 18% 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 True
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-101
2.618 113-044
1.618 113-009
1.000 112-308
0.618 112-294
HIGH 112-273
0.618 112-259
0.500 112-255
0.382 112-251
LOW 112-238
0.618 112-216
1.000 112-202
1.618 112-181
2.618 112-146
4.250 112-089
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 112-262 112-253
PP 112-258 112-241
S1 112-255 112-229

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

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