ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 112-125 112-138 0-013 0.0% 112-195
High 112-140 112-142 0-002 0.0% 112-240
Low 112-100 112-095 -0-005 0.0% 112-093
Close 112-133 112-127 -0-005 0.0% 112-133
Range 0-040 0-047 0-007 18.7% 0-147
ATR 0-061 0-060 -0-001 -1.5% 0-000
Volume 543,713 671,179 127,466 23.4% 3,761,281
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 112-264 112-243 112-154
R3 112-217 112-196 112-141
R2 112-169 112-169 112-136
R1 112-148 112-148 112-132 112-135
PP 112-122 112-122 112-122 112-115
S1 112-101 112-101 112-123 112-088
S2 112-074 112-074 112-119
S3 112-027 112-053 112-114
S4 111-299 112-006 112-101
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% 24% False False 748,744
10 112-315 112-093 0-222 0.6% 0-059 0.2% 16% False False 768,928
20 113-167 112-093 1-075 1.1% 0-060 0.2% 9% False False 919,163
40 113-198 112-093 1-105 1.2% 0-059 0.2% 8% False False 517,985
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-024
2.618 112-267
1.618 112-219
1.000 112-190
0.618 112-172
HIGH 112-142
0.618 112-124
0.500 112-119
0.382 112-113
LOW 112-095
0.618 112-066
1.000 112-048
1.618 112-018
2.618 111-291
4.250 111-213
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 112-125 112-125
PP 112-122 112-122
S1 112-119 112-120

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

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