ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 113-313 113-245 -0-068 -0.2% 113-305
High 113-318 113-298 -0-020 -0.1% 114-093
Low 113-242 113-190 -0-052 -0.1% 113-287
Close 113-273 113-255 -0-018 0.0% 114-005
Range 0-075 0-107 0-032 43.3% 0-125
ATR 0-091 0-092 0-001 1.3% 0-000
Volume 710,898 1,044,699 333,801 47.0% 3,837,039
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 114-250 114-200 113-314
R3 114-142 114-092 113-285
R2 114-035 114-035 113-275
R1 113-305 113-305 113-265 114-010
PP 113-248 113-248 113-248 113-260
S1 113-198 113-198 113-245 113-223
S2 113-140 113-140 113-235
S3 113-033 113-090 113-225
S4 112-245 112-303 113-196
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-077 115-006 114-074
R3 114-272 114-201 114-039
R2 114-147 114-147 114-028
R1 114-076 114-076 114-016 114-111
PP 114-022 114-022 114-022 114-039
S1 113-271 113-271 113-314 113-306
S2 113-217 113-217 113-302
S3 113-092 113-146 113-291
S4 112-287 113-021 113-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-093 113-190 0-222 0.6% 0-080 0.2% 29% False True 791,207
10 114-093 113-190 0-222 0.6% 0-075 0.2% 29% False True 792,308
20 114-127 113-190 0-257 0.7% 0-089 0.2% 25% False True 1,003,183
40 115-127 113-190 1-257 1.6% 0-106 0.3% 11% False True 540,399
60 116-033 113-190 2-162 2.2% 0-080 0.2% 8% False True 360,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115-114
2.618 114-259
1.618 114-151
1.000 114-085
0.618 114-044
HIGH 113-298
0.618 113-256
0.500 113-244
0.382 113-231
LOW 113-190
0.618 113-124
1.000 113-083
1.618 113-016
2.618 112-229
4.250 112-053
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 113-251 113-275
PP 113-248 113-268
S1 113-244 113-262

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

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