ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 114-070 114-047 -0-023 -0.1% 114-120
High 114-075 114-140 0-065 0.2% 114-207
Low 114-040 114-042 0-002 0.0% 114-040
Close 114-045 114-125 0-080 0.2% 114-125
Range 0-035 0-098 0-062 178.5% 0-167
ATR 0-093 0-093 0-000 0.3% 0-000
Volume 671,866 965,363 293,497 43.7% 3,848,028
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 115-075 115-038 114-179
R3 114-298 114-260 114-152
R2 114-200 114-200 114-143
R1 114-162 114-162 114-134 114-181
PP 114-102 114-102 114-102 114-112
S1 114-065 114-065 114-116 114-084
S2 114-005 114-005 114-107
S3 113-227 113-287 114-098
S4 113-130 113-190 114-071
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 115-307 115-223 114-217
R3 115-139 115-056 114-171
R2 114-292 114-292 114-156
R1 114-208 114-208 114-140 114-250
PP 114-124 114-124 114-124 114-145
S1 114-041 114-041 114-110 114-082
S2 113-277 113-277 114-094
S3 113-109 113-193 114-079
S4 112-262 113-026 114-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-207 114-040 0-167 0.5% 0-084 0.2% 51% False False 769,605
10 114-207 114-007 0-200 0.5% 0-090 0.2% 59% False False 909,943
20 114-207 113-190 1-017 0.9% 0-086 0.2% 76% False False 889,090
40 114-270 113-190 1-080 1.1% 0-096 0.3% 64% False False 799,309
60 115-150 113-190 1-280 1.6% 0-095 0.3% 42% False False 535,583
80 116-160 113-190 2-290 2.5% 0-073 0.2% 27% False False 401,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-234
2.618 115-075
1.618 114-298
1.000 114-238
0.618 114-200
HIGH 114-140
0.618 114-103
0.500 114-091
0.382 114-080
LOW 114-042
0.618 113-302
1.000 113-265
1.618 113-205
2.618 113-107
4.250 112-268
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 114-114 114-116
PP 114-102 114-107
S1 114-091 114-099

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

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