ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 112-270 112-247 -0-023 -0.1% 112-280
High 112-310 112-287 -0-023 -0.1% 113-075
Low 112-260 112-213 -0-047 -0.1% 112-238
Close 112-267 112-227 -0-040 -0.1% 112-267
Range 0-050 0-075 0-025 49.9% 0-158
ATR 0-052 0-053 0-002 3.2% 0-000
Volume 3,804 12,962 9,158 240.7% 6,175
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-147 113-102 112-269
R3 113-072 113-027 112-248
R2 112-317 112-317 112-241
R1 112-272 112-272 112-234 112-257
PP 112-242 112-242 112-242 112-235
S1 112-198 112-198 112-221 112-183
S2 112-168 112-168 112-214
S3 112-093 112-123 112-207
S4 112-018 112-048 112-186
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
5 112-310 112-213 0-098 0.3% 0-042 0.1% 15% False True 4,183
10 113-115 112-213 0-222 0.6% 0-057 0.2% 7% False True 2,352
20 113-135 112-213 0-242 0.7% 0-037 0.1% 6% False True 1,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-286
2.618 113-164
1.618 113-089
1.000 113-042
0.618 113-014
HIGH 112-287
0.618 112-259
0.500 112-250
0.382 112-241
LOW 112-213
0.618 112-166
1.000 112-138
1.618 112-091
2.618 112-016
4.250 111-214
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 112-250 112-261
PP 112-242 112-250
S1 112-235 112-239

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

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