ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 112-140 112-125 -0-015 0.0% 112-195
High 112-147 112-140 -0-007 0.0% 112-240
Low 112-093 112-100 0-007 0.0% 112-093
Close 112-118 112-133 0-015 0.0% 112-133
Range 0-055 0-040 -0-015 -27.2% 0-147
ATR 0-062 0-061 -0-002 -2.5% 0-000
Volume 841,290 543,713 -297,577 -35.4% 3,761,281
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 112-244 112-228 112-155
R3 112-204 112-188 112-144
R2 112-164 112-164 112-140
R1 112-148 112-148 112-136 112-156
PP 112-124 112-124 112-124 112-128
S1 112-108 112-108 112-129 112-116
S2 112-084 112-084 112-125
S3 112-044 112-068 112-122
S4 112-004 112-028 112-111
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-277 113-192 112-214
R3 113-130 113-045 112-173
R2 112-302 112-302 112-160
R1 112-218 112-218 112-146 112-186
PP 112-155 112-155 112-155 112-139
S1 112-070 112-070 112-119 112-039
S2 112-008 112-008 112-105
S3 111-180 111-243 112-092
S4 111-033 111-095 112-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-240 112-093 0-147 0.4% 0-061 0.2% 27% False False 752,256
10 113-010 112-093 0-238 0.7% 0-057 0.2% 17% False False 751,508
20 113-167 112-093 1-075 1.1% 0-060 0.2% 10% False False 916,095
40 113-198 112-093 1-105 1.2% 0-059 0.2% 9% False False 501,298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112-310
2.618 112-245
1.618 112-205
1.000 112-180
0.618 112-165
HIGH 112-140
0.618 112-125
0.500 112-120
0.382 112-115
LOW 112-100
0.618 112-075
1.000 112-060
1.618 112-035
2.618 111-315
4.250 111-250
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 112-128 112-131
PP 112-124 112-129
S1 112-120 112-128

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

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