ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 113-150 113-205 0-055 0.2% 113-127
High 113-210 113-215 0-005 0.0% 113-255
Low 113-130 113-160 0-030 0.1% 113-127
Close 113-198 113-175 -0-022 -0.1% 113-198
Range 0-080 0-055 -0-025 -31.2% 0-128
ATR 0-082 0-080 -0-002 -2.4% 0-000
Volume 629,289 592,589 -36,700 -5.8% 4,105,408
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 114-028 113-317 113-205
R3 113-293 113-262 113-190
R2 113-238 113-238 113-185
R1 113-207 113-207 113-180 113-195
PP 113-183 113-183 113-183 113-178
S1 113-152 113-152 113-170 113-140
S2 113-128 113-128 113-165
S3 113-073 113-097 113-160
S4 113-018 113-042 113-145
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% 0-068 0.2% 36% False False 689,803
10 113-255 113-050 0-205 0.6% 0-068 0.2% 61% False False 728,448
20 113-255 112-290 0-285 0.8% 0-077 0.2% 72% False False 765,984
40 114-153 112-147 2-005 1.8% 0-088 0.2% 54% False False 757,841
60 114-153 112-147 2-005 1.8% 0-076 0.2% 54% False False 507,893
80 114-173 112-147 2-025 1.8% 0-060 0.2% 52% False False 380,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-129
2.618 114-039
1.618 113-304
1.000 113-270
0.618 113-249
HIGH 113-215
0.618 113-194
0.500 113-188
0.382 113-181
LOW 113-160
0.618 113-126
1.000 113-105
1.618 113-071
2.618 113-016
4.250 112-246
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 113-188 113-185
PP 113-183 113-182
S1 113-179 113-178

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

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