ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 29-Jun-2018
Day Change Summary
Previous Current
28-Jun-2018 29-Jun-2018 Change Change % Previous Week
Open 113-238 113-218 -0-020 -0.1% 113-127
High 113-255 113-225 -0-030 -0.1% 113-255
Low 113-198 113-167 -0-030 -0.1% 113-127
Close 113-205 113-198 -0-007 0.0% 113-198
Range 0-058 0-058 0-000 0.0% 0-128
ATR 0-084 0-082 -0-002 -2.2% 0-000
Volume 691,573 897,769 206,196 29.8% 4,105,408
Daily Pivots for day following 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-049 114-021 113-229
R3 113-312 113-283 113-213
R2 113-254 113-254 113-208
R1 113-226 113-226 113-203 113-211
PP 113-197 113-197 113-197 113-189
S1 113-168 113-168 113-192 113-154
S2 113-139 113-139 113-187
S3 113-082 113-111 113-182
S4 113-024 113-053 113-166
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-256 114-194 113-268
R3 114-128 114-067 113-233
R2 114-001 114-001 113-221
R1 113-259 113-259 113-209 113-290
PP 113-193 113-193 113-193 113-209
S1 113-132 113-132 113-186 113-162
S2 113-066 113-066 113-174
S3 112-258 113-004 113-162
S4 112-131 112-197 113-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-255 113-127 0-128 0.4% 0-063 0.2% 55% False False 821,081
10 113-255 113-050 0-205 0.6% 0-069 0.2% 72% False False 745,574
20 113-255 112-290 0-285 0.8% 0-079 0.2% 80% False False 796,363
40 114-153 112-147 2-005 1.8% 0-087 0.2% 57% False False 713,069
60 114-153 112-147 2-005 1.8% 0-074 0.2% 57% False False 476,909
80 114-173 112-147 2-025 1.8% 0-058 0.2% 56% False False 357,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-012
Fibonacci Retracements and Extensions
4.250 114-149
2.618 114-056
1.618 113-318
1.000 113-282
0.618 113-261
HIGH 113-225
0.618 113-203
0.500 113-196
0.382 113-189
LOW 113-167
0.618 113-132
1.000 113-110
1.618 113-074
2.618 113-017
4.250 112-243
Fisher Pivots for day following 29-Jun-2018
Pivot 1 day 3 day
R1 113-197 113-206
PP 113-197 113-203
S1 113-196 113-200

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

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