ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 13-Aug-2018
Day Change Summary
Previous Current
10-Aug-2018 13-Aug-2018 Change Change % Previous Week
Open 113-035 113-130 0-095 0.3% 112-318
High 113-147 113-165 0-018 0.0% 113-147
Low 113-035 113-095 0-060 0.2% 112-273
Close 113-142 113-115 -0-027 -0.1% 113-142
Range 0-112 0-070 -0-042 -37.8% 0-195
ATR 0-059 0-060 0-001 1.3% 0-000
Volume 43,943 45,081 1,138 2.6% 164,138
Daily Pivots for day following 13-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-015 113-295 113-153
R3 113-265 113-225 113-134
R2 113-195 113-195 113-128
R1 113-155 113-155 113-121 113-140
PP 113-125 113-125 113-125 113-118
S1 113-085 113-085 113-109 113-070
S2 113-055 113-055 113-102
S3 112-305 113-015 113-096
S4 112-235 112-265 113-077
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 115-026 114-279 113-250
R3 114-151 114-084 113-196
R2 113-276 113-276 113-178
R1 113-209 113-209 113-160 113-242
PP 113-081 113-081 113-081 113-097
S1 113-014 113-014 113-125 113-048
S2 112-206 112-206 113-107
S3 112-011 112-139 113-089
S4 111-136 111-264 113-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-165 112-273 0-212 0.6% 0-064 0.2% 76% True False 35,866
10 113-165 112-213 0-272 0.8% 0-061 0.2% 82% True False 27,762
20 113-165 112-213 0-272 0.8% 0-056 0.2% 82% True False 14,242
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 114-142
2.618 114-028
1.618 113-278
1.000 113-235
0.618 113-208
HIGH 113-165
0.618 113-138
0.500 113-130
0.382 113-122
LOW 113-095
0.618 113-052
1.000 113-025
1.618 112-302
2.618 112-232
4.250 112-118
Fisher Pivots for day following 13-Aug-2018
Pivot 1 day 3 day
R1 113-130 113-099
PP 113-125 113-083
S1 113-120 113-068

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

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