ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 113-198 113-133 -0-065 -0.2% 113-310
High 113-210 113-135 -0-075 -0.2% 113-313
Low 113-130 113-090 -0-040 -0.1% 113-130
Close 113-142 113-107 -0-035 -0.1% 113-142
Range 0-080 0-045 -0-035 -43.8% 0-182
ATR 0-082 0-080 -0-002 -2.6% 0-000
Volume 666,201 760,762 94,561 14.2% 3,551,833
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-246 113-222 113-132
R3 113-201 113-177 113-120
R2 113-156 113-156 113-116
R1 113-132 113-132 113-112 113-121
PP 113-111 113-111 113-111 113-106
S1 113-087 113-087 113-103 113-076
S2 113-066 113-066 113-099
S3 113-021 113-042 113-095
S4 112-296 112-317 113-083
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 115-102 114-305 113-243
R3 114-240 114-122 113-193
R2 114-058 114-058 113-176
R1 113-260 113-260 113-159 113-228
PP 113-195 113-195 113-195 113-179
S1 113-078 113-078 113-126 113-045
S2 113-013 113-013 113-109
S3 112-150 112-215 113-092
S4 111-288 112-033 113-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-313 113-090 0-222 0.6% 0-064 0.2% 8% False True 743,948
10 114-135 113-090 1-045 1.0% 0-070 0.2% 5% False True 736,461
20 114-207 113-090 1-117 1.2% 0-079 0.2% 4% False True 796,040
40 114-207 113-090 1-117 1.2% 0-085 0.2% 4% False True 900,918
60 115-127 113-090 2-037 1.9% 0-098 0.3% 3% False True 667,423
80 116-033 113-090 2-262 2.5% 0-083 0.2% 2% False True 500,829
100 116-210 113-090 3-120 3.0% 0-066 0.2% 2% False True 400,663
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-006
2.618 113-253
1.618 113-208
1.000 113-180
0.618 113-163
HIGH 113-135
0.618 113-118
0.500 113-113
0.382 113-107
LOW 113-090
0.618 113-062
1.000 113-045
1.618 113-017
2.618 112-292
4.250 112-219
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 113-113 113-168
PP 113-111 113-147
S1 113-109 113-127

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

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