ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 113-067 113-078 0-010 0.0% 113-158
High 113-100 113-125 0-025 0.1% 113-167
Low 113-053 113-070 0-018 0.0% 113-040
Close 113-075 113-113 0-038 0.1% 113-127
Range 0-047 0-055 0-007 15.8% 0-127
ATR 0-058 0-058 0-000 -0.4% 0-000
Volume 796,733 784,497 -12,236 -1.5% 6,583,595
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-267 113-245 113-143
R3 113-212 113-190 113-128
R2 113-157 113-157 113-123
R1 113-135 113-135 113-118 113-146
PP 113-103 113-103 113-103 113-108
S1 113-080 113-080 113-107 113-091
S2 113-048 113-048 113-102
S3 112-313 113-025 113-097
S4 112-258 112-290 113-082
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
5 113-138 113-045 0-093 0.3% 0-056 0.2% 73% False False 920,136
10 113-187 113-040 0-147 0.4% 0-054 0.1% 49% False False 1,051,089
20 113-198 112-290 0-227 0.6% 0-060 0.2% 63% False False 561,910
40 113-198 112-213 0-305 0.8% 0-053 0.1% 72% False False 284,573
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 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-039
2.618 113-269
1.618 113-214
1.000 113-180
0.618 113-159
HIGH 113-125
0.618 113-104
0.500 113-098
0.382 113-091
LOW 113-070
0.618 113-036
1.000 113-015
1.618 112-301
2.618 112-246
4.250 112-156
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 113-108 113-106
PP 113-103 113-100
S1 113-098 113-094

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

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