ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 112-238 112-260 0-022 0.1% 112-255
High 112-267 113-002 0-055 0.2% 113-002
Low 112-222 112-247 0-025 0.1% 112-213
Close 112-265 113-002 0-058 0.2% 113-002
Range 0-045 0-075 0-030 66.7% 0-110
ATR 0-053 0-054 0-002 3.0% 0-000
Volume 13,465 38,170 24,705 183.5% 68,527
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-203 113-178 113-044
R3 113-128 113-103 113-023
R2 113-053 113-053 113-016
R1 113-027 113-027 113-009 113-040
PP 112-297 112-297 112-297 112-304
S1 112-272 112-272 112-316 112-285
S2 112-222 112-222 112-309
S3 112-147 112-197 112-302
S4 112-072 112-122 112-281
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-296 113-259 113-063
R3 113-186 113-149 113-033
R2 113-076 113-076 113-023
R1 113-039 113-039 113-013 113-057
PP 112-286 112-286 112-286 112-295
S1 112-249 112-249 112-312 112-268
S2 112-176 112-176 112-302
S3 112-066 112-139 112-292
S4 111-276 112-029 112-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-002 112-213 0-110 0.3% 0-056 0.2% 100% True False 13,705
10 113-075 112-213 0-182 0.5% 0-054 0.1% 60% False False 7,470
20 113-115 112-213 0-222 0.6% 0-040 0.1% 49% False False 3,792
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 9 trading days
Fibonacci Retracements and Extensions
4.250 114-001
2.618 113-199
1.618 113-124
1.000 113-078
0.618 113-049
HIGH 113-002
0.618 112-294
0.500 112-285
0.382 112-276
LOW 112-247
0.618 112-201
1.000 112-172
1.618 112-126
2.618 112-051
4.250 111-249
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 112-310 112-304
PP 112-297 112-286
S1 112-285 112-268

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

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