ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 07-Sep-2018
Day Change Summary
Previous Current
06-Sep-2018 07-Sep-2018 Change Change % Previous Week
Open 113-078 113-122 0-045 0.1% 113-115
High 113-125 113-127 0-002 0.0% 113-135
Low 113-070 112-305 -0-085 -0.2% 112-305
Close 113-113 112-313 -0-120 -0.3% 112-313
Range 0-055 0-142 0-088 159.2% 0-150
ATR 0-058 0-064 0-006 10.4% 0-000
Volume 784,497 1,157,521 373,024 47.5% 3,613,414
Daily Pivots for day following 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-142 114-050 113-071
R3 114-000 113-227 113-032
R2 113-177 113-177 113-019
R1 113-085 113-085 113-006 113-060
PP 113-035 113-035 113-035 113-022
S1 112-263 112-263 112-299 112-238
S2 112-213 112-213 112-286
S3 112-070 112-120 112-273
S4 111-248 111-298 112-234
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-168 114-070 113-075
R3 114-018 113-240 113-034
R2 113-188 113-188 113-020
R1 113-090 113-090 113-006 113-064
PP 113-038 113-038 113-038 113-024
S1 112-260 112-260 112-299 112-234
S2 112-207 112-207 112-285
S3 112-057 112-110 112-271
S4 111-227 111-280 112-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-138 112-305 0-153 0.4% 0-072 0.2% 5% False True 924,031
10 113-167 112-305 0-182 0.5% 0-064 0.2% 4% False True 1,080,681
20 113-198 112-305 0-213 0.6% 0-065 0.2% 4% False True 617,221
40 113-198 112-213 0-305 0.8% 0-056 0.2% 33% False False 313,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 115-093
2.618 114-181
1.618 114-038
1.000 113-270
0.618 113-216
HIGH 113-127
0.618 113-073
0.500 113-056
0.382 113-039
LOW 112-305
0.618 112-217
1.000 112-162
1.618 112-074
2.618 111-252
4.250 111-019
Fisher Pivots for day following 07-Sep-2018
Pivot 1 day 3 day
R1 113-056 113-056
PP 113-035 113-035
S1 113-014 113-014

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

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