ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 10-Sep-2018
Day Change Summary
Previous Current
07-Sep-2018 10-Sep-2018 Change Change % Previous Week
Open 113-122 112-310 -0-132 -0.4% 113-115
High 113-127 113-010 -0-117 -0.3% 113-135
Low 112-305 112-302 -0-002 0.0% 112-305
Close 112-313 112-310 -0-002 0.0% 112-313
Range 0-142 0-028 -0-115 -80.7% 0-150
ATR 0-064 0-062 -0-003 -4.1% 0-000
Volume 1,157,521 496,985 -660,536 -57.1% 3,613,414
Daily Pivots for day following 10-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-077 113-061 113-005
R3 113-049 113-033 112-318
R2 113-022 113-022 112-315
R1 113-006 113-006 112-313 113-004
PP 112-314 112-314 112-314 112-313
S1 112-298 112-298 112-307 112-296
S2 112-287 112-287 112-305
S3 112-259 112-271 112-302
S4 112-232 112-243 112-295
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
5 113-135 112-302 0-153 0.4% 0-069 0.2% 5% False True 822,079
10 113-167 112-302 0-185 0.5% 0-062 0.2% 4% False True 1,069,399
20 113-198 112-302 0-215 0.6% 0-060 0.2% 3% False True 639,873
40 113-198 112-213 0-305 0.8% 0-057 0.2% 32% False False 325,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 113-127
2.618 113-082
1.618 113-055
1.000 113-038
0.618 113-027
HIGH 113-010
0.618 113-000
0.500 112-316
0.382 112-313
LOW 112-302
0.618 112-285
1.000 112-275
1.618 112-258
2.618 112-230
4.250 112-186
Fisher Pivots for day following 10-Sep-2018
Pivot 1 day 3 day
R1 112-316 113-055
PP 112-314 113-033
S1 112-312 113-012

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

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