ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 112-240 112-258 0-018 0.0% 112-280
High 112-250 112-278 0-027 0.1% 113-075
Low 112-240 112-238 -0-002 0.0% 112-238
Close 112-250 112-267 0-017 0.0% 112-267
Range 0-010 0-040 0-030 299.4% 0-158
ATR 0-054 0-053 -0-001 -1.9% 0-000
Volume 330 3,697 3,367 1,020.3% 6,175
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-061 113-044 112-289
R3 113-021 113-004 112-278
R2 112-301 112-301 112-275
R1 112-284 112-284 112-271 112-292
PP 112-261 112-261 112-261 112-265
S1 112-244 112-244 112-264 112-252
S2 112-221 112-221 112-260
S3 112-181 112-204 112-256
S4 112-141 112-164 112-245
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-133 114-038 113-034
R3 113-295 113-200 112-311
R2 113-138 113-138 112-296
R1 113-042 113-042 112-282 113-011
PP 112-300 112-300 112-300 112-284
S1 112-205 112-205 112-253 112-174
S2 112-142 112-142 112-239
S3 111-305 112-047 112-224
S4 111-147 111-210 112-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-075 112-238 0-158 0.4% 0-052 0.1% 19% False True 1,235
10 113-115 112-238 0-198 0.5% 0-050 0.1% 15% False True 731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-128
2.618 113-062
1.618 113-022
1.000 112-318
0.618 112-302
HIGH 112-278
0.618 112-262
0.500 112-258
0.382 112-253
LOW 112-238
0.618 112-213
1.000 112-198
1.618 112-173
2.618 112-133
4.250 112-068
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 112-264 112-274
PP 112-261 112-272
S1 112-258 112-270

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

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