ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 114-020 113-313 -0-027 -0.1% 114-018
High 114-110 114-033 -0-078 -0.2% 114-127
Low 113-298 113-280 -0-018 0.0% 113-233
Close 114-002 113-315 -0-007 0.0% 114-030
Range 0-133 0-073 -0-060 -45.3% 0-215
ATR 0-110 0-107 -0-003 -2.4% 0-000
Volume 824,974 779,835 -45,139 -5.5% 7,188,424
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 114-213 114-177 114-035
R3 114-141 114-104 114-015
R2 114-068 114-068 114-008
R1 114-032 114-032 114-002 114-050
PP 113-316 113-316 113-316 114-005
S1 113-279 113-279 113-308 113-298
S2 113-243 113-243 113-302
S3 113-171 113-207 113-295
S4 113-098 113-134 113-275
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 116-028 115-244 114-148
R3 115-133 115-029 114-089
R2 114-238 114-238 114-069
R1 114-134 114-134 114-050 114-186
PP 114-023 114-023 114-023 114-049
S1 113-239 113-239 114-010 113-291
S2 113-128 113-128 113-311
S3 112-233 113-024 113-291
S4 112-018 112-129 113-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-127 113-233 0-215 0.6% 0-112 0.3% 38% False False 1,045,739
10 114-127 113-230 0-217 0.6% 0-102 0.3% 39% False False 1,210,330
20 115-127 113-210 1-237 1.5% 0-121 0.3% 19% False False 636,232
40 115-202 113-210 1-312 1.7% 0-098 0.3% 17% False False 320,538
60 116-160 113-210 2-270 2.5% 0-066 0.2% 12% False False 213,715
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-026
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 115-021
2.618 114-222
1.618 114-150
1.000 114-105
0.618 114-077
HIGH 114-033
0.618 114-005
0.500 113-316
0.382 113-308
LOW 113-280
0.618 113-235
1.000 113-207
1.618 113-163
2.618 113-090
4.250 112-292
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 113-316 114-044
PP 113-316 114-027
S1 113-315 114-011

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

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