ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 113-245 113-280 0-035 0.1% 113-305
High 113-298 114-082 0-105 0.3% 114-093
Low 113-190 113-275 0-085 0.2% 113-287
Close 113-255 114-033 0-098 0.3% 114-005
Range 0-107 0-127 0-020 18.6% 0-125
ATR 0-092 0-096 0-004 4.3% 0-000
Volume 1,044,699 1,402,789 358,090 34.3% 3,837,039
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-086 115-027 114-103
R3 114-278 114-219 114-068
R2 114-151 114-151 114-056
R1 114-092 114-092 114-044 114-121
PP 114-023 114-023 114-023 114-038
S1 113-284 113-284 114-021 113-314
S2 113-216 113-216 114-009
S3 113-088 113-157 113-317
S4 112-281 113-029 113-282
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
5 114-082 113-190 0-212 0.6% 0-091 0.2% 76% True False 926,811
10 114-093 113-190 0-222 0.6% 0-082 0.2% 73% False False 868,237
20 114-127 113-190 0-257 0.7% 0-092 0.3% 63% False False 1,009,341
40 115-127 113-190 1-257 1.6% 0-108 0.3% 28% False False 575,444
60 116-033 113-190 2-162 2.2% 0-083 0.2% 20% False False 383,953
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 0-024
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 115-304
2.618 115-096
1.618 114-289
1.000 114-210
0.618 114-161
HIGH 114-082
0.618 114-034
0.500 114-019
0.382 114-004
LOW 113-275
0.618 113-196
1.000 113-148
1.618 113-069
2.618 112-261
4.250 112-053
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 114-028 114-014
PP 114-023 113-315
S1 114-019 113-296

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

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