ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 112-258 112-255 -0-002 0.0% 112-280
High 112-278 112-273 -0-005 0.0% 113-075
Low 112-238 112-240 0-002 0.0% 112-238
Close 112-267 112-262 -0-005 0.0% 112-267
Range 0-040 0-033 -0-007 -18.7% 0-158
ATR 0-053 0-052 -0-001 -2.8% 0-000
Volume 3,697 126 -3,571 -96.6% 6,175
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-036 113-022 112-280
R3 113-003 112-309 112-271
R2 112-291 112-291 112-268
R1 112-277 112-277 112-265 112-284
PP 112-258 112-258 112-258 112-262
S1 112-244 112-244 112-260 112-251
S2 112-226 112-226 112-257
S3 112-193 112-212 112-254
S4 112-161 112-179 112-245
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
5 112-310 112-238 0-073 0.2% 0-036 0.1% 34% False False 1,224
10 113-115 112-238 0-198 0.5% 0-050 0.1% 13% False False 723
20 113-200 112-238 0-282 0.8% 0-038 0.1% 9% False False 373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-091
2.618 113-038
1.618 113-005
1.000 112-305
0.618 112-293
HIGH 112-273
0.618 112-260
0.500 112-256
0.382 112-252
LOW 112-240
0.618 112-220
1.000 112-207
1.618 112-187
2.618 112-155
4.250 112-102
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 112-260 112-261
PP 112-258 112-259
S1 112-256 112-258

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

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