ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 22-Jun-2018
Day Change Summary
Previous Current
21-Jun-2018 22-Jun-2018 Change Change % Previous Week
Open 113-065 113-133 0-068 0.2% 113-080
High 113-147 113-142 -0-005 0.0% 113-200
Low 113-050 113-095 0-045 0.1% 113-050
Close 113-135 113-125 -0-010 0.0% 113-125
Range 0-097 0-047 -0-050 -51.3% 0-150
ATR 0-093 0-090 -0-003 -3.5% 0-000
Volume 833,359 486,038 -347,321 -41.7% 3,350,338
Daily Pivots for day following 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 113-263 113-242 113-151
R3 113-216 113-194 113-138
R2 113-168 113-168 113-134
R1 113-147 113-147 113-129 113-134
PP 113-121 113-121 113-121 113-114
S1 113-099 113-099 113-121 113-086
S2 113-073 113-073 113-116
S3 113-026 113-052 113-112
S4 112-298 113-004 113-099
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-255 114-180 113-207
R3 114-105 114-030 113-166
R2 113-275 113-275 113-152
R1 113-200 113-200 113-139 113-237
PP 113-125 113-125 113-125 113-144
S1 113-050 113-050 113-111 113-088
S2 112-295 112-295 113-097
S3 112-145 112-220 113-084
S4 111-315 112-070 113-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-200 113-050 0-150 0.4% 0-075 0.2% 50% False False 670,067
10 113-200 112-290 0-230 0.6% 0-074 0.2% 67% False False 737,493
20 114-153 112-290 1-182 1.4% 0-110 0.3% 31% False False 1,064,099
40 114-153 112-147 2-005 1.8% 0-084 0.2% 46% False False 611,141
60 114-173 112-147 2-025 1.8% 0-071 0.2% 45% False False 408,486
80 114-173 112-147 2-025 1.8% 0-054 0.1% 45% False False 306,364
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-024
2.618 113-267
1.618 113-219
1.000 113-190
0.618 113-172
HIGH 113-142
0.618 113-124
0.500 113-119
0.382 113-113
LOW 113-095
0.618 113-066
1.000 113-048
1.618 113-018
2.618 112-291
4.250 112-213
Fisher Pivots for day following 22-Jun-2018
Pivot 1 day 3 day
R1 113-123 113-117
PP 113-121 113-108
S1 113-119 113-100

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

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