ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 29-Aug-2018
Day Change Summary
Previous Current
28-Aug-2018 29-Aug-2018 Change Change % Previous Week
Open 113-115 113-075 -0-040 -0.1% 113-120
High 113-125 113-098 -0-027 -0.1% 113-198
Low 113-067 113-040 -0-027 -0.1% 113-113
Close 113-078 113-058 -0-020 -0.1% 113-150
Range 0-058 0-058 0-000 0.0% 0-085
ATR 0-059 0-059 0-000 -0.2% 0-000
Volume 2,093,717 1,281,999 -811,718 -38.8% 1,911,617
Daily Pivots for day following 29-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-238 113-205 113-089
R3 113-180 113-148 113-073
R2 113-123 113-123 113-068
R1 113-090 113-090 113-063 113-078
PP 113-065 113-065 113-065 113-059
S1 113-033 113-033 113-052 113-020
S2 113-007 113-007 113-047
S3 112-270 112-295 113-042
S4 112-212 112-237 113-026
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-088 114-044 113-197
R3 114-003 113-279 113-173
R2 113-238 113-238 113-166
R1 113-194 113-194 113-158 113-216
PP 113-153 113-153 113-153 113-164
S1 113-109 113-109 113-142 113-131
S2 113-068 113-068 113-134
S3 112-303 113-024 113-127
S4 112-218 112-259 113-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-187 113-040 0-147 0.4% 0-052 0.1% 12% False True 1,182,042
10 113-198 113-040 0-158 0.4% 0-054 0.1% 11% False True 642,876
20 113-198 112-222 0-295 0.8% 0-059 0.2% 53% False False 337,902
40 113-198 112-213 0-305 0.8% 0-048 0.1% 54% False False 169,557
Crabel Price Patterns
NR False
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 0-010
Fibonacci Retracements and Extensions
4.250 114-022
2.618 113-248
1.618 113-191
1.000 113-155
0.618 113-133
HIGH 113-098
0.618 113-076
0.500 113-069
0.382 113-062
LOW 113-040
0.618 113-004
1.000 112-302
1.618 112-267
2.618 112-209
4.250 112-116
Fisher Pivots for day following 29-Aug-2018
Pivot 1 day 3 day
R1 113-069 113-104
PP 113-065 113-088
S1 113-061 113-073

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

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