ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 17-Sep-2018
Day Change Summary
Previous Current
14-Sep-2018 17-Sep-2018 Change Change % Previous Week
Open 112-238 112-195 -0-042 -0.1% 112-310
High 112-250 112-222 -0-028 -0.1% 113-010
Low 112-190 112-173 -0-018 0.0% 112-190
Close 112-202 112-200 -0-002 0.0% 112-202
Range 0-060 0-050 -0-010 -16.7% 0-140
ATR 0-061 0-060 -0-001 -1.3% 0-000
Volume 767,882 688,736 -79,146 -10.3% 3,753,807
Daily Pivots for day following 17-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-028 113-004 112-227
R3 112-298 112-274 112-214
R2 112-248 112-248 112-209
R1 112-224 112-224 112-205 112-236
PP 112-198 112-198 112-198 112-204
S1 112-174 112-174 112-195 112-186
S2 112-148 112-148 112-191
S3 112-098 112-124 112-186
S4 112-048 112-074 112-173
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-021 113-252 112-279
R3 113-201 113-112 112-241
R2 113-061 113-061 112-228
R1 112-292 112-292 112-215 112-266
PP 112-241 112-241 112-241 112-228
S1 112-152 112-152 112-190 112-126
S2 112-101 112-101 112-177
S3 111-281 112-012 112-164
S4 111-141 111-192 112-125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-315 112-173 0-142 0.4% 0-056 0.2% 19% False True 789,111
10 113-135 112-173 0-282 0.8% 0-063 0.2% 10% False True 805,595
20 113-198 112-173 1-025 1.0% 0-058 0.2% 8% False True 827,558
40 113-198 112-173 1-025 1.0% 0-058 0.2% 8% False True 424,546
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-115
2.618 113-033
1.618 112-303
1.000 112-272
0.618 112-253
HIGH 112-222
0.618 112-203
0.500 112-198
0.382 112-192
LOW 112-173
0.618 112-142
1.000 112-123
1.618 112-092
2.618 112-042
4.250 111-280
Fisher Pivots for day following 17-Sep-2018
Pivot 1 day 3 day
R1 112-199 112-229
PP 112-198 112-219
S1 112-198 112-210

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

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