ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 113-087 113-065 -0-022 -0.1% 113-153
High 113-105 113-080 -0-025 -0.1% 113-202
Low 113-042 112-290 -0-072 -0.2% 113-035
Close 113-070 113-018 -0-053 -0.1% 113-120
Range 0-062 0-110 0-047 76.0% 0-167
ATR 0-098 0-099 0-001 0.9% 0-000
Volume 679,092 974,883 295,791 43.6% 4,446,922
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-032 113-295 113-078
R3 113-242 113-185 113-048
R2 113-132 113-132 113-038
R1 113-075 113-075 113-028 113-049
PP 113-023 113-023 113-023 113-009
S1 112-285 112-285 113-007 112-259
S2 112-233 112-233 112-317
S3 112-123 112-175 112-307
S4 112-013 112-065 112-277
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-302 114-218 113-212
R3 114-134 114-051 113-166
R2 113-287 113-287 113-151
R1 113-203 113-203 113-135 113-161
PP 113-119 113-119 113-119 113-098
S1 113-036 113-036 113-105 112-314
S2 112-272 112-272 113-089
S3 112-104 112-188 113-074
S4 111-257 112-021 113-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-202 112-290 0-232 0.6% 0-097 0.3% 20% False True 848,179
10 113-293 112-290 1-002 0.9% 0-096 0.3% 15% False True 950,621
20 114-153 112-147 2-005 1.8% 0-109 0.3% 29% False False 943,539
40 114-153 112-147 2-005 1.8% 0-080 0.2% 29% False False 484,537
60 114-173 112-147 2-025 1.8% 0-063 0.2% 29% False False 323,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-227
2.618 114-048
1.618 113-258
1.000 113-190
0.618 113-148
HIGH 113-080
0.618 113-038
0.500 113-025
0.382 113-012
LOW 112-290
0.618 112-222
1.000 112-180
1.618 112-112
2.618 112-002
4.250 111-143
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 113-025 113-045
PP 113-023 113-036
S1 113-020 113-027

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

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