ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 112-282 113-005 0-042 0.1% 113-090
High 113-035 113-027 -0-008 0.0% 113-107
Low 112-267 112-307 0-040 0.1% 112-250
Close 113-025 113-020 -0-005 0.0% 113-025
Range 0-088 0-040 -0-048 -54.3% 0-177
ATR 0-068 0-066 -0-002 -2.9% 0-000
Volume 847,978 815,671 -32,307 -3.8% 4,648,515
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 113-132 113-116 113-042
R3 113-092 113-076 113-031
R2 113-052 113-052 113-027
R1 113-036 113-036 113-024 113-044
PP 113-012 113-012 113-012 113-016
S1 112-316 112-316 113-016 113-004
S2 112-292 112-292 113-013
S3 112-252 112-276 113-009
S4 112-212 112-236 112-318
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 114-233 114-147 113-123
R3 114-056 113-289 113-074
R2 113-198 113-198 113-058
R1 113-112 113-112 113-041 113-066
PP 113-021 113-021 113-021 112-318
S1 112-254 112-254 113-009 112-209
S2 112-163 112-163 112-312
S3 111-306 112-077 112-296
S4 111-128 111-219 112-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-070 112-250 0-140 0.4% 0-071 0.2% 64% False False 968,022
10 113-173 112-250 0-242 0.7% 0-064 0.2% 37% False False 825,540
20 113-233 112-250 0-302 0.8% 0-059 0.2% 30% False False 805,648
40 114-207 112-250 1-277 1.7% 0-069 0.2% 15% False False 800,844
60 114-207 112-250 1-277 1.7% 0-076 0.2% 15% False False 869,161
80 115-127 112-250 2-197 2.3% 0-088 0.2% 11% False False 701,979
100 116-033 112-250 3-102 2.9% 0-078 0.2% 8% False False 561,793
120 116-210 112-250 3-280 3.4% 0-065 0.2% 7% False False 468,161
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113-197
2.618 113-132
1.618 113-092
1.000 113-067
0.618 113-052
HIGH 113-027
0.618 113-012
0.500 113-007
0.382 113-003
LOW 112-307
0.618 112-283
1.000 112-267
1.618 112-243
2.618 112-203
4.250 112-137
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 113-016 113-008
PP 113-012 112-315
S1 113-007 112-303

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

View Archives - Comment on this page... - Back to Index of Symbols