ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 114-070 114-015 -0-055 -0.2% 114-007
High 114-085 114-145 0-060 0.2% 114-107
Low 114-013 114-007 -0-005 0.0% 113-190
Close 114-030 114-120 0-090 0.2% 114-067
Range 0-072 0-138 0-065 89.7% 0-237
ATR 0-094 0-097 0-003 3.3% 0-000
Volume 759,684 1,167,487 407,803 53.7% 5,107,374
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-183 115-129 114-196
R3 115-046 114-312 114-158
R2 114-228 114-228 114-145
R1 114-174 114-174 114-133 114-201
PP 114-091 114-091 114-091 114-104
S1 114-037 114-037 114-107 114-064
S2 113-273 113-273 114-095
S3 113-136 113-219 114-082
S4 112-318 113-082 114-044
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 116-087 115-315 114-198
R3 115-170 115-077 114-133
R2 114-252 114-252 114-111
R1 114-160 114-160 114-089 114-206
PP 114-015 114-015 114-015 114-038
S1 113-243 113-243 114-046 113-289
S2 113-098 113-098 114-024
S3 112-180 113-005 114-002
S4 111-263 112-088 113-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-145 113-190 0-275 0.8% 0-106 0.3% 91% True False 1,096,602
10 114-145 113-190 0-275 0.8% 0-091 0.2% 91% True False 932,919
20 114-145 113-190 0-275 0.8% 0-092 0.3% 91% True False 923,927
40 115-127 113-190 1-257 1.6% 0-108 0.3% 43% False False 651,150
60 116-033 113-190 2-162 2.2% 0-088 0.2% 31% False False 434,545
80 116-160 113-190 2-290 2.5% 0-066 0.2% 27% False False 325,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 116-089
2.618 115-185
1.618 115-047
1.000 114-282
0.618 114-230
HIGH 114-145
0.618 114-092
0.500 114-076
0.382 114-060
LOW 114-007
0.618 113-243
1.000 113-190
1.618 113-105
2.618 112-288
4.250 112-063
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 114-105 114-105
PP 114-091 114-091
S1 114-076 114-076

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

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