ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 112-318 113-007 0-010 0.0% 112-255
High 113-035 113-007 -0-028 -0.1% 113-002
Low 112-305 112-273 -0-032 -0.1% 112-213
Close 113-015 112-280 -0-055 -0.2% 113-002
Range 0-050 0-055 0-005 9.9% 0-110
ATR 0-054 0-055 0-001 1.1% 0-000
Volume 29,886 15,224 -14,662 -49.1% 68,527
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-138 113-104 112-310
R3 113-083 113-049 112-295
R2 113-028 113-028 112-290
R1 112-314 112-314 112-285 112-304
PP 112-293 112-293 112-293 112-288
S1 112-259 112-259 112-275 112-249
S2 112-238 112-238 112-270
S3 112-183 112-204 112-265
S4 112-128 112-149 112-250
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
5 113-035 112-213 0-142 0.4% 0-060 0.2% 47% False False 21,941
10 113-035 112-213 0-142 0.4% 0-049 0.1% 47% False False 11,963
20 113-115 112-213 0-222 0.6% 0-045 0.1% 30% False False 6,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-241
2.618 113-151
1.618 113-096
1.000 113-062
0.618 113-041
HIGH 113-007
0.618 112-306
0.500 112-300
0.382 112-294
LOW 112-273
0.618 112-239
1.000 112-218
1.618 112-184
2.618 112-129
4.250 112-039
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 112-300 112-301
PP 112-293 112-294
S1 112-287 112-287

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

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