ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 12-Sep-2018
Day Change Summary
Previous Current
11-Sep-2018 12-Sep-2018 Change Change % Previous Week
Open 112-313 112-247 -0-065 -0.2% 113-115
High 112-315 112-275 -0-040 -0.1% 113-135
Low 112-240 112-245 0-005 0.0% 112-305
Close 112-245 112-258 0-013 0.0% 112-313
Range 0-075 0-030 -0-045 -60.0% 0-150
ATR 0-062 0-060 -0-002 -3.7% 0-000
Volume 756,977 786,963 29,986 4.0% 3,613,414
Daily Pivots for day following 12-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-029 113-013 112-274
R3 112-319 112-303 112-266
R2 112-289 112-289 112-263
R1 112-273 112-273 112-260 112-281
PP 112-259 112-259 112-259 112-263
S1 112-243 112-243 112-255 112-251
S2 112-229 112-229 112-252
S3 112-199 112-213 112-249
S4 112-169 112-183 112-241
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% 0-066 0.2% 8% False False 796,588
10 113-138 112-240 0-218 0.6% 0-061 0.2% 8% False False 908,112
20 113-198 112-240 0-278 0.8% 0-060 0.2% 6% False False 713,653
40 113-198 112-213 0-305 0.8% 0-058 0.2% 15% False False 364,525
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-083
2.618 113-034
1.618 113-004
1.000 112-305
0.618 112-294
HIGH 112-275
0.618 112-264
0.500 112-260
0.382 112-256
LOW 112-245
0.618 112-226
1.000 112-215
1.618 112-196
2.618 112-166
4.250 112-117
Fisher Pivots for day following 12-Sep-2018
Pivot 1 day 3 day
R1 112-260 112-285
PP 112-259 112-276
S1 112-258 112-267

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

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