ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 07-Jun-2018
Day Change Summary
Previous Current
06-Jun-2018 07-Jun-2018 Change Change % Previous Week
Open 113-122 113-065 -0-058 -0.2% 113-130
High 113-133 113-202 0-070 0.2% 114-153
Low 113-050 113-035 -0-015 0.0% 113-090
Close 113-060 113-113 0-053 0.1% 113-167
Range 0-082 0-167 0-085 103.0% 1-062
ATR 0-101 0-105 0-005 4.7% 0-000
Volume 800,689 1,101,339 300,650 37.5% 7,927,797
Daily Pivots for day following 07-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-299 114-213 113-205
R3 114-132 114-046 113-159
R2 113-284 113-284 113-143
R1 113-198 113-198 113-128 113-241
PP 113-117 113-117 113-117 113-138
S1 113-031 113-031 113-097 113-074
S2 112-269 112-269 113-082
S3 112-102 112-183 113-066
S4 111-254 112-016 113-020
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 117-111 116-202 114-058
R3 116-048 115-139 113-273
R2 114-306 114-306 113-238
R1 114-077 114-077 113-203 114-191
PP 113-243 113-243 113-243 113-301
S1 113-014 113-014 113-132 113-129
S2 112-181 112-181 113-097
S3 111-118 111-272 113-062
S4 110-056 110-209 112-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-258 113-035 0-222 0.6% 0-112 0.3% 35% False True 950,744
10 114-153 113-007 1-145 1.3% 0-146 0.4% 23% False False 1,413,983
20 114-153 112-147 2-005 1.8% 0-106 0.3% 44% False False 799,837
40 114-153 112-147 2-005 1.8% 0-078 0.2% 44% False False 406,356
60 114-173 112-147 2-025 1.8% 0-058 0.2% 43% False False 270,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115-274
2.618 115-001
1.618 114-153
1.000 114-050
0.618 113-306
HIGH 113-202
0.618 113-139
0.500 113-119
0.382 113-099
LOW 113-035
0.618 112-252
1.000 112-188
1.618 112-084
2.618 111-237
4.250 110-283
Fisher Pivots for day following 07-Jun-2018
Pivot 1 day 3 day
R1 113-119 113-119
PP 113-117 113-117
S1 113-115 113-115

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

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