ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 113-120 113-080 -0-040 -0.1% 113-138
High 113-125 113-173 0-048 0.1% 113-233
Low 113-080 113-078 -0-002 0.0% 113-098
Close 113-087 113-090 0-003 0.0% 113-167
Range 0-045 0-095 0-050 111.2% 0-135
ATR 0-066 0-068 0-002 3.2% 0-000
Volume 708,154 879,971 171,817 24.3% 3,928,142
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 114-078 114-019 113-142
R3 113-303 113-244 113-116
R2 113-208 113-208 113-107
R1 113-149 113-149 113-099 113-179
PP 113-113 113-113 113-113 113-128
S1 113-054 113-054 113-081 113-084
S2 113-018 113-018 113-073
S3 112-243 112-279 113-064
S4 112-148 112-184 113-038
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 114-251 114-184 113-242
R3 114-116 114-049 113-205
R2 113-301 113-301 113-192
R1 113-234 113-234 113-180 113-268
PP 113-166 113-166 113-166 113-183
S1 113-099 113-099 113-155 113-132
S2 113-031 113-031 113-143
S3 112-216 112-284 113-130
S4 112-081 112-149 113-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-233 113-078 0-155 0.4% 0-064 0.2% 8% False True 697,505
10 113-233 113-078 0-155 0.4% 0-057 0.2% 8% False True 724,254
20 114-027 113-062 0-285 0.8% 0-058 0.2% 10% False False 752,049
40 114-207 113-062 1-145 1.3% 0-073 0.2% 6% False False 811,910
60 114-207 113-062 1-145 1.3% 0-082 0.2% 6% False False 830,752
80 115-127 113-062 2-065 1.9% 0-088 0.2% 4% False False 626,820
100 116-082 113-062 3-020 2.7% 0-074 0.2% 3% False False 501,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 114-256
2.618 114-101
1.618 114-006
1.000 113-268
0.618 113-231
HIGH 113-173
0.618 113-136
0.500 113-125
0.382 113-114
LOW 113-078
0.618 113-019
1.000 112-302
1.618 112-244
2.618 112-149
4.250 111-314
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 113-125 113-125
PP 113-113 113-113
S1 113-102 113-102

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

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