ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 114-138 114-102 -0-035 -0.1% 114-007
High 114-198 114-160 -0-038 -0.1% 114-107
Low 114-082 114-095 0-013 0.0% 113-190
Close 114-113 114-147 0-035 0.1% 114-067
Range 0-115 0-065 -0-050 -43.5% 0-237
ATR 0-098 0-096 -0-002 -2.4% 0-000
Volume 1,335,101 880,779 -454,322 -34.0% 5,107,374
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-009 114-303 114-183
R3 114-264 114-238 114-165
R2 114-199 114-199 114-159
R1 114-173 114-173 114-153 114-186
PP 114-134 114-134 114-134 114-141
S1 114-108 114-108 114-142 114-121
S2 114-069 114-069 114-136
S3 114-004 114-043 114-130
S4 113-259 113-298 114-112
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
5 114-198 114-007 0-190 0.5% 0-095 0.3% 74% False False 1,050,281
10 114-198 113-190 1-007 0.9% 0-093 0.3% 85% False False 988,546
20 114-198 113-190 1-007 0.9% 0-089 0.2% 85% False False 910,068
40 115-127 113-190 1-257 1.6% 0-108 0.3% 48% False False 706,179
60 115-265 113-190 2-075 2.0% 0-090 0.2% 39% False False 471,477
80 116-160 113-190 2-290 2.5% 0-068 0.2% 30% False False 353,607
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 115-116
2.618 115-010
1.618 114-265
1.000 114-225
0.618 114-200
HIGH 114-160
0.618 114-135
0.500 114-128
0.382 114-120
LOW 114-095
0.618 114-055
1.000 114-030
1.618 113-310
2.618 113-245
4.250 113-139
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 114-141 114-132
PP 114-134 114-117
S1 114-128 114-102

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

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