ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 07-Mar-2018
Day Change Summary
Previous Current
06-Mar-2018 07-Mar-2018 Change Change % Previous Week
Open 113-313 114-007 0-015 0.0% 114-018
High 114-033 114-080 0-047 0.1% 114-127
Low 113-280 113-302 0-022 0.1% 113-233
Close 113-315 113-313 -0-002 0.0% 114-030
Range 0-073 0-098 0-025 34.5% 0-215
ATR 0-107 0-107 -0-001 -0.6% 0-000
Volume 779,835 888,452 108,617 13.9% 7,188,424
Daily Pivots for day following 07-Mar-2018
Classic Woodie Camarilla DeMark
R4 114-311 114-249 114-046
R3 114-213 114-152 114-019
R2 114-116 114-116 114-010
R1 114-054 114-054 114-001 114-036
PP 114-018 114-018 114-018 114-009
S1 113-277 113-277 113-304 113-259
S2 113-241 113-241 113-295
S3 113-143 113-179 113-286
S4 113-046 113-082 113-259
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
5 114-127 113-280 0-167 0.5% 0-116 0.3% 19% False False 1,005,530
10 114-127 113-230 0-217 0.6% 0-103 0.3% 38% False False 1,214,059
20 114-270 113-210 1-060 1.0% 0-109 0.3% 27% False False 679,075
40 115-193 113-210 1-302 1.7% 0-100 0.3% 16% False False 342,743
60 116-160 113-210 2-270 2.5% 0-068 0.2% 11% False False 228,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-174
2.618 115-015
1.618 114-238
1.000 114-178
0.618 114-140
HIGH 114-080
0.618 114-043
0.500 114-031
0.382 114-020
LOW 113-302
0.618 113-242
1.000 113-205
1.618 113-145
2.618 113-047
4.250 112-208
Fisher Pivots for day following 07-Mar-2018
Pivot 1 day 3 day
R1 114-031 114-035
PP 114-018 114-021
S1 114-005 114-007

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

View Archives - Comment on this page... - Back to Index of Symbols