ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 25-Apr-2018
Day Change Summary
Previous Current
24-Apr-2018 25-Apr-2018 Change Change % Previous Week
Open 113-102 113-098 -0-005 0.0% 113-310
High 113-127 113-113 -0-015 0.0% 113-313
Low 113-070 113-062 -0-008 0.0% 113-130
Close 113-125 113-095 -0-030 -0.1% 113-142
Range 0-057 0-050 -0-007 -13.0% 0-182
ATR 0-079 0-078 -0-001 -1.5% 0-000
Volume 850,893 1,151,982 301,089 35.4% 3,551,833
Daily Pivots for day following 25-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-240 113-218 113-123
R3 113-190 113-168 113-109
R2 113-140 113-140 113-104
R1 113-118 113-118 113-100 113-104
PP 113-090 113-090 113-090 113-083
S1 113-067 113-067 113-090 113-054
S2 113-040 113-040 113-086
S3 112-310 113-017 113-081
S4 112-260 112-287 113-067
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
5 113-245 113-062 0-182 0.5% 0-061 0.2% 18% False True 874,555
10 114-100 113-062 1-038 1.0% 0-066 0.2% 9% False True 778,290
20 114-207 113-062 1-145 1.3% 0-074 0.2% 7% False True 799,825
40 114-207 113-062 1-145 1.3% 0-083 0.2% 7% False True 861,876
60 115-127 113-062 2-065 1.9% 0-097 0.3% 5% False True 700,708
80 116-033 113-062 2-290 2.6% 0-084 0.2% 3% False True 525,865
100 116-160 113-062 3-098 2.9% 0-067 0.2% 3% False True 420,692
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-005
2.618 113-243
1.618 113-193
1.000 113-163
0.618 113-143
HIGH 113-113
0.618 113-093
0.500 113-088
0.382 113-082
LOW 113-062
0.618 113-032
1.000 113-012
1.618 112-302
2.618 112-252
4.250 112-170
Fisher Pivots for day following 25-Apr-2018
Pivot 1 day 3 day
R1 113-093 113-099
PP 113-090 113-098
S1 113-088 113-096

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

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