ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 13-Sep-2018
Day Change Summary
Previous Current
12-Sep-2018 13-Sep-2018 Change Change % Previous Week
Open 112-247 112-258 0-010 0.0% 113-115
High 112-275 112-285 0-010 0.0% 113-135
Low 112-245 112-218 -0-027 -0.1% 112-305
Close 112-258 112-250 -0-007 0.0% 112-313
Range 0-030 0-067 0-037 124.8% 0-150
ATR 0-060 0-061 0-001 0.9% 0-000
Volume 786,963 945,000 158,037 20.1% 3,613,414
Daily Pivots for day following 13-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-133 113-099 112-287
R3 113-066 113-032 112-269
R2 112-318 112-318 112-262
R1 112-284 112-284 112-256 112-268
PP 112-251 112-251 112-251 112-243
S1 112-217 112-217 112-244 112-200
S2 112-183 112-183 112-238
S3 112-116 112-149 112-231
S4 112-048 112-082 112-213
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
5 113-127 112-218 0-230 0.6% 0-069 0.2% 14% False True 828,689
10 113-138 112-218 0-240 0.7% 0-062 0.2% 14% False True 874,412
20 113-198 112-218 0-300 0.8% 0-058 0.2% 11% False True 758,644
40 113-198 112-213 0-305 0.8% 0-059 0.2% 12% False False 388,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-252
2.618 113-142
1.618 113-074
1.000 113-032
0.618 113-007
HIGH 112-285
0.618 112-259
0.500 112-251
0.382 112-243
LOW 112-218
0.618 112-176
1.000 112-150
1.618 112-108
2.618 112-041
4.250 111-251
Fisher Pivots for day following 13-Sep-2018
Pivot 1 day 3 day
R1 112-251 112-266
PP 112-251 112-261
S1 112-250 112-255

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

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