ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 113-007 112-287 -0-040 -0.1% 112-255
High 113-007 112-305 -0-022 -0.1% 113-002
Low 112-273 112-273 0-000 0.0% 112-213
Close 112-280 112-290 0-010 0.0% 113-002
Range 0-055 0-032 -0-022 -40.9% 0-110
ATR 0-055 0-053 -0-002 -2.9% 0-000
Volume 15,224 23,782 8,558 56.2% 68,527
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-067 113-051 112-308
R3 113-034 113-018 112-299
R2 113-002 113-002 112-296
R1 112-306 112-306 112-293 112-314
PP 112-289 112-289 112-289 112-293
S1 112-273 112-273 112-287 112-281
S2 112-257 112-257 112-284
S3 112-224 112-241 112-281
S4 112-192 112-208 112-272
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
5 113-035 112-222 0-133 0.4% 0-051 0.1% 51% False False 24,105
10 113-035 112-213 0-142 0.4% 0-046 0.1% 54% False False 14,144
20 113-115 112-213 0-222 0.6% 0-046 0.1% 35% False False 7,236
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 113-123
2.618 113-070
1.618 113-038
1.000 113-017
0.618 113-005
HIGH 112-305
0.618 112-293
0.500 112-289
0.382 112-285
LOW 112-273
0.618 112-252
1.000 112-240
1.618 112-220
2.618 112-187
4.250 112-134
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 112-290 112-314
PP 112-289 112-306
S1 112-289 112-298

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

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