ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 31-Aug-2018
Day Change Summary
Previous Current
30-Aug-2018 31-Aug-2018 Change Change % Previous Week
Open 113-047 113-098 0-050 0.1% 113-158
High 113-105 113-138 0-033 0.1% 113-167
Low 113-045 113-093 0-048 0.1% 113-040
Close 113-095 113-127 0-032 0.1% 113-127
Range 0-060 0-045 -0-015 -25.0% 0-127
ATR 0-059 0-058 -0-001 -1.7% 0-000
Volume 1,138,046 1,006,742 -131,304 -11.5% 6,583,595
Daily Pivots for day following 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 113-254 113-236 113-152
R3 113-209 113-191 113-140
R2 113-164 113-164 113-136
R1 113-146 113-146 113-132 113-155
PP 113-119 113-119 113-119 113-124
S1 113-101 113-101 113-123 113-110
S2 113-074 113-074 113-119
S3 113-029 113-056 113-115
S4 112-304 113-011 113-103
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 114-174 114-118 113-198
R3 114-047 113-311 113-163
R2 113-239 113-239 113-151
R1 113-183 113-183 113-139 113-147
PP 113-112 113-112 113-112 113-094
S1 113-056 113-056 113-116 113-020
S2 112-304 112-304 113-104
S3 112-177 112-248 113-092
S4 112-049 112-121 113-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-167 113-040 0-127 0.4% 0-055 0.2% 69% False False 1,316,719
10 113-198 113-040 0-158 0.4% 0-054 0.1% 56% False False 849,521
20 113-198 112-273 0-245 0.7% 0-058 0.2% 71% False False 442,560
40 113-198 112-213 0-305 0.8% 0-049 0.1% 77% False False 223,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-009
2.618 113-255
1.618 113-210
1.000 113-182
0.618 113-165
HIGH 113-138
0.618 113-120
0.500 113-115
0.382 113-110
LOW 113-093
0.618 113-065
1.000 113-048
1.618 113-020
2.618 112-295
4.250 112-221
Fisher Pivots for day following 31-Aug-2018
Pivot 1 day 3 day
R1 113-123 113-115
PP 113-119 113-102
S1 113-115 113-089

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

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