ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 112-255 112-270 0-015 0.0% 112-280
High 112-273 112-310 0-038 0.1% 113-075
Low 112-240 112-260 0-020 0.1% 112-238
Close 112-262 112-267 0-005 0.0% 112-267
Range 0-033 0-050 0-018 53.8% 0-158
ATR 0-052 0-052 0-000 -0.3% 0-000
Volume 126 3,804 3,678 2,919.0% 6,175
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 113-109 113-078 112-295
R3 113-059 113-028 112-281
R2 113-009 113-009 112-277
R1 112-298 112-298 112-272 112-289
PP 112-279 112-279 112-279 112-274
S1 112-248 112-248 112-263 112-239
S2 112-229 112-229 112-258
S3 112-179 112-198 112-254
S4 112-129 112-148 112-240
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% 0-038 0.1% 41% True False 1,984
10 113-115 112-238 0-198 0.5% 0-052 0.1% 15% False False 1,087
20 113-135 112-238 0-218 0.6% 0-034 0.1% 14% False False 563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-203
2.618 113-121
1.618 113-071
1.000 113-040
0.618 113-021
HIGH 112-310
0.618 112-291
0.500 112-285
0.382 112-279
LOW 112-260
0.618 112-229
1.000 112-210
1.618 112-179
2.618 112-129
4.250 112-047
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 112-285 112-274
PP 112-279 112-272
S1 112-273 112-270

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

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