ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 112-162 112-138 -0-025 -0.1% 112-138
High 112-187 112-185 -0-002 0.0% 112-187
Low 112-120 112-138 0-018 0.0% 112-080
Close 112-135 112-153 0-018 0.0% 112-153
Range 0-067 0-047 -0-020 -29.6% 0-107
ATR 0-060 0-060 -0-001 -1.2% 0-000
Volume 876,911 979,747 102,836 11.7% 4,196,334
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 112-301 112-274 112-179
R3 112-253 112-227 112-166
R2 112-206 112-206 112-161
R1 112-179 112-179 112-157 112-192
PP 112-158 112-158 112-158 112-165
S1 112-132 112-132 112-148 112-145
S2 112-111 112-111 112-144
S3 112-063 112-084 112-139
S4 112-016 112-037 112-126
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-142 113-095 112-212
R3 113-035 112-307 112-182
R2 112-247 112-247 112-172
R1 112-200 112-200 112-162 112-224
PP 112-140 112-140 112-140 112-152
S1 112-093 112-093 112-143 112-116
S2 112-033 112-033 112-133
S3 111-245 111-305 112-123
S4 111-138 111-198 112-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-187 112-080 0-107 0.3% 0-054 0.2% 67% False False 839,266
10 112-240 112-080 0-160 0.4% 0-058 0.2% 45% False False 795,761
20 113-138 112-080 1-058 1.0% 0-060 0.2% 19% False False 816,578
40 113-198 112-080 1-118 1.2% 0-060 0.2% 17% False False 605,355
60 113-198 112-080 1-118 1.2% 0-052 0.1% 17% False False 404,198
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-067
2.618 112-309
1.618 112-262
1.000 112-232
0.618 112-214
HIGH 112-185
0.618 112-167
0.500 112-161
0.382 112-156
LOW 112-138
0.618 112-108
1.000 112-090
1.618 112-061
2.618 112-013
4.250 111-256
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 112-161 112-148
PP 112-158 112-144
S1 112-155 112-140

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

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