ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 20-Aug-2018
Day Change Summary
Previous Current
17-Aug-2018 20-Aug-2018 Change Change % Previous Week
Open 113-113 113-120 0-007 0.0% 113-130
High 113-153 113-193 0-040 0.1% 113-175
Low 113-102 113-113 0-010 0.0% 113-065
Close 113-105 113-185 0-080 0.2% 113-105
Range 0-050 0-080 0-030 59.9% 0-110
ATR 0-061 0-063 0-002 3.0% 0-000
Volume 39,458 67,725 28,267 71.6% 191,862
Daily Pivots for day following 20-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-083 114-054 113-229
R3 114-003 113-294 113-207
R2 113-243 113-243 113-200
R1 113-214 113-214 113-192 113-229
PP 113-163 113-163 113-163 113-171
S1 113-134 113-134 113-178 113-149
S2 113-083 113-083 113-170
S3 113-003 113-054 113-163
S4 112-243 112-294 113-141
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-125 114-065 113-166
R3 114-015 113-275 113-135
R2 113-225 113-225 113-125
R1 113-165 113-165 113-115 113-140
PP 113-115 113-115 113-115 113-102
S1 113-055 113-055 113-095 113-030
S2 113-005 113-005 113-085
S3 112-215 112-265 113-075
S4 112-105 112-155 113-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-193 113-065 0-128 0.4% 0-066 0.2% 94% True False 42,901
10 113-193 112-273 0-240 0.7% 0-065 0.2% 97% True False 39,383
20 113-193 112-213 0-300 0.8% 0-056 0.2% 97% True False 24,912
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-213
2.618 114-082
1.618 114-002
1.000 113-273
0.618 113-242
HIGH 113-193
0.618 113-162
0.500 113-153
0.382 113-143
LOW 113-113
0.618 113-063
1.000 113-033
1.618 112-303
2.618 112-223
4.250 112-093
Fisher Pivots for day following 20-Aug-2018
Pivot 1 day 3 day
R1 113-174 113-170
PP 113-163 113-154
S1 113-153 113-139

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

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