ECBOT 5 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 02-Oct-2018
Day Change Summary
Previous Current
01-Oct-2018 02-Oct-2018 Change Change % Previous Week
Open 112-138 112-135 -0-002 0.0% 112-138
High 112-155 112-190 0-035 0.1% 112-187
Low 112-107 112-133 0-025 0.1% 112-080
Close 112-142 112-167 0-025 0.1% 112-153
Range 0-048 0-058 0-010 21.0% 0-107
ATR 0-059 0-059 0-000 -0.1% 0-000
Volume 663,976 883,391 219,415 33.0% 4,196,334
Daily Pivots for day following 02-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-016 112-309 112-199
R3 112-278 112-252 112-183
R2 112-221 112-221 112-178
R1 112-194 112-194 112-173 112-208
PP 112-163 112-163 112-163 112-170
S1 112-137 112-137 112-162 112-150
S2 112-106 112-106 112-157
S3 112-048 112-079 112-152
S4 111-311 112-022 112-136
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
5 112-190 112-093 0-098 0.3% 0-058 0.2% 77% True False 854,581
10 112-190 112-080 0-110 0.3% 0-053 0.1% 80% True False 802,015
20 113-127 112-080 1-047 1.0% 0-059 0.2% 24% False False 799,877
40 113-198 112-080 1-118 1.2% 0-059 0.2% 20% False False 642,338
60 113-198 112-080 1-118 1.2% 0-054 0.1% 20% False False 429,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-114
2.618 113-021
1.618 112-283
1.000 112-248
0.618 112-226
HIGH 112-190
0.618 112-168
0.500 112-161
0.382 112-154
LOW 112-133
0.618 112-097
1.000 112-075
1.618 112-039
2.618 111-302
4.250 111-208
Fisher Pivots for day following 02-Oct-2018
Pivot 1 day 3 day
R1 112-165 112-161
PP 112-163 112-155
S1 112-161 112-149

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

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