ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 113-080 113-098 0-018 0.0% 113-155
High 113-173 113-113 -0-060 -0.2% 113-178
Low 113-078 113-080 0-002 0.0% 113-078
Close 113-090 113-093 0-002 0.0% 113-093
Range 0-095 0-033 -0-062 -65.8% 0-100
ATR 0-068 0-065 -0-003 -3.7% 0-000
Volume 879,971 560,354 -319,617 -36.3% 3,189,663
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 113-193 113-175 113-110
R3 113-160 113-143 113-101
R2 113-128 113-128 113-098
R1 113-110 113-110 113-095 113-103
PP 113-095 113-095 113-095 113-091
S1 113-078 113-078 113-090 113-070
S2 113-062 113-062 113-087
S3 113-030 113-045 113-084
S4 112-317 113-012 113-075
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 114-096 114-034 113-148
R3 113-316 113-254 113-120
R2 113-216 113-216 113-111
R1 113-154 113-154 113-102 113-135
PP 113-116 113-116 113-116 113-106
S1 113-054 113-054 113-083 113-035
S2 113-016 113-016 113-074
S3 112-236 112-274 113-065
S4 112-136 112-174 113-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-178 113-078 0-100 0.3% 0-053 0.1% 15% False False 637,932
10 113-233 113-078 0-155 0.4% 0-055 0.2% 10% False False 711,780
20 113-313 113-062 0-250 0.7% 0-057 0.2% 12% False False 748,069
40 114-207 113-062 1-145 1.3% 0-072 0.2% 6% False False 807,800
60 114-207 113-062 1-145 1.3% 0-079 0.2% 6% False False 839,082
80 115-127 113-062 2-065 1.9% 0-087 0.2% 4% False False 633,804
100 116-075 113-062 3-013 2.7% 0-074 0.2% 3% False False 507,151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 113-251
2.618 113-198
1.618 113-165
1.000 113-145
0.618 113-133
HIGH 113-113
0.618 113-100
0.500 113-096
0.382 113-092
LOW 113-080
0.618 113-060
1.000 113-047
1.618 113-027
2.618 112-315
4.250 112-262
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 113-096 113-125
PP 113-095 113-114
S1 113-094 113-103

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

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