ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 113-120 113-187 0-067 0.2% 113-130
High 113-193 113-187 -0-005 0.0% 113-175
Low 113-113 113-135 0-022 0.1% 113-065
Close 113-185 113-145 -0-040 -0.1% 113-105
Range 0-080 0-052 -0-028 -34.4% 0-110
ATR 0-063 0-063 -0-001 -1.2% 0-000
Volume 67,725 78,214 10,489 15.5% 191,862
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-313 113-282 113-174
R3 113-261 113-229 113-159
R2 113-208 113-208 113-155
R1 113-177 113-177 113-150 113-166
PP 113-156 113-156 113-156 113-151
S1 113-124 113-124 113-140 113-114
S2 113-103 113-103 113-135
S3 113-051 113-072 113-131
S4 112-318 113-019 113-116
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
5 113-193 113-073 0-120 0.3% 0-068 0.2% 60% False False 53,893
10 113-193 112-273 0-240 0.7% 0-065 0.2% 80% False False 45,682
20 113-193 112-213 0-300 0.8% 0-057 0.2% 84% False False 28,822
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-091
2.618 114-005
1.618 113-272
1.000 113-240
0.618 113-220
HIGH 113-187
0.618 113-167
0.500 113-161
0.382 113-155
LOW 113-135
0.618 113-103
1.000 113-083
1.618 113-050
2.618 112-318
4.250 112-232
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 113-161 113-148
PP 113-156 113-147
S1 113-150 113-146

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

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