ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 113-180 113-150 -0-030 -0.1% 113-127
High 113-240 113-210 -0-030 -0.1% 113-255
Low 113-150 113-130 -0-020 -0.1% 113-127
Close 113-162 113-198 0-035 0.1% 113-198
Range 0-090 0-080 -0-010 -11.1% 0-128
ATR 0-082 0-082 0-000 -0.2% 0-000
Volume 637,797 629,289 -8,508 -1.3% 4,105,408
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-099 114-068 113-242
R3 114-019 113-308 113-220
R2 113-259 113-259 113-212
R1 113-228 113-228 113-205 113-244
PP 113-179 113-179 113-179 113-187
S1 113-148 113-148 113-190 113-164
S2 113-099 113-099 113-183
S3 113-019 113-068 113-176
S4 112-259 112-308 113-154
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
5 113-255 113-130 0-125 0.3% 0-074 0.2% 54% False True 769,793
10 113-255 113-050 0-205 0.6% 0-071 0.2% 72% False False 741,251
20 113-255 112-290 0-285 0.8% 0-079 0.2% 80% False False 776,389
40 114-153 112-147 2-005 1.8% 0-088 0.2% 57% False False 743,749
60 114-153 112-147 2-005 1.8% 0-076 0.2% 57% False False 498,020
80 114-173 112-147 2-025 1.8% 0-060 0.2% 56% False False 373,521
Crabel Price Patterns
NR True
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-230
2.618 114-099
1.618 114-019
1.000 113-290
0.618 113-259
HIGH 113-210
0.618 113-179
0.500 113-170
0.382 113-161
LOW 113-130
0.618 113-081
1.000 113-050
1.618 113-001
2.618 112-241
4.250 112-110
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 113-188 113-193
PP 113-179 113-189
S1 113-170 113-185

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

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