ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 18-Sep-2018
Day Change Summary
Previous Current
17-Sep-2018 18-Sep-2018 Change Change % Previous Week
Open 112-195 112-218 0-022 0.1% 112-310
High 112-222 112-240 0-018 0.0% 113-010
Low 112-173 112-135 -0-038 -0.1% 112-190
Close 112-200 112-153 -0-047 -0.1% 112-202
Range 0-050 0-105 0-055 110.1% 0-140
ATR 0-060 0-063 0-003 5.4% 0-000
Volume 688,736 796,087 107,351 15.6% 3,753,807
Daily Pivots for day following 18-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-171 113-107 112-210
R3 113-066 113-002 112-181
R2 112-281 112-281 112-172
R1 112-217 112-217 112-162 112-196
PP 112-176 112-176 112-176 112-166
S1 112-112 112-112 112-143 112-091
S2 112-071 112-071 112-133
S3 111-286 112-007 112-124
S4 111-181 111-222 112-095
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
5 112-285 112-135 0-150 0.4% 0-062 0.2% 12% False True 796,933
10 113-127 112-135 0-312 0.9% 0-066 0.2% 6% False True 797,738
20 113-198 112-135 1-062 1.1% 0-060 0.2% 5% False True 863,976
40 113-198 112-135 1-062 1.1% 0-058 0.2% 5% False True 444,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114-046
2.618 113-195
1.618 113-090
1.000 113-025
0.618 112-305
HIGH 112-240
0.618 112-200
0.500 112-188
0.382 112-175
LOW 112-135
0.618 112-070
1.000 112-030
1.618 111-285
2.618 111-180
4.250 111-009
Fisher Pivots for day following 18-Sep-2018
Pivot 1 day 3 day
R1 112-188 112-193
PP 112-176 112-179
S1 112-164 112-166

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

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