ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 112-310 112-313 0-002 0.0% 113-115
High 113-010 112-315 -0-015 0.0% 113-135
Low 112-302 112-240 -0-062 -0.2% 112-305
Close 112-310 112-245 -0-065 -0.2% 112-313
Range 0-028 0-075 0-047 172.6% 0-150
ATR 0-062 0-062 0-001 1.6% 0-000
Volume 496,985 756,977 259,992 52.3% 3,613,414
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-172 113-123 112-286
R3 113-097 113-048 112-266
R2 113-022 113-022 112-259
R1 112-293 112-293 112-252 112-280
PP 112-267 112-267 112-267 112-260
S1 112-218 112-218 112-238 112-205
S2 112-192 112-192 112-231
S3 112-117 112-143 112-224
S4 112-042 112-068 112-204
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
5 113-127 112-240 0-207 0.6% 0-069 0.2% 2% False True 798,542
10 113-138 112-240 0-218 0.6% 0-064 0.2% 2% False True 1,038,788
20 113-198 112-240 0-278 0.8% 0-061 0.2% 2% False True 675,468
40 113-198 112-213 0-305 0.8% 0-058 0.2% 11% False False 344,855
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 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-314
2.618 113-191
1.618 113-116
1.000 113-070
0.618 113-041
HIGH 112-315
0.618 112-286
0.500 112-278
0.382 112-269
LOW 112-240
0.618 112-194
1.000 112-165
1.618 112-119
2.618 112-044
4.250 111-241
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 112-278 113-024
PP 112-267 112-311
S1 112-256 112-278

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

View Archives - Comment on this page... - Back to Index of Symbols