ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 18-Apr-2018
Day Change Summary
Previous Current
17-Apr-2018 18-Apr-2018 Change Change % Previous Week
Open 113-293 113-293 0-000 0.0% 114-122
High 113-313 113-302 -0-010 0.0% 114-135
Low 113-270 113-222 -0-048 -0.1% 113-285
Close 113-310 113-230 -0-080 -0.2% 113-307
Range 0-042 0-080 0-038 88.3% 0-170
ATR 0-083 0-083 0-000 0.4% 0-000
Volume 577,870 771,972 194,102 33.6% 3,617,138
Daily Pivots for day following 18-Apr-2018
Classic Woodie Camarilla DeMark
R4 114-172 114-121 113-274
R3 114-092 114-041 113-252
R2 114-012 114-012 113-245
R1 113-281 113-281 113-237 113-266
PP 113-252 113-252 113-252 113-244
S1 113-201 113-201 113-223 113-186
S2 113-172 113-172 113-215
S3 113-092 113-121 113-208
S4 113-012 113-041 113-186
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 115-219 115-113 114-081
R3 115-049 114-263 114-034
R2 114-199 114-199 114-019
R1 114-093 114-093 114-003 114-061
PP 114-029 114-029 114-029 114-013
S1 113-243 113-243 113-292 113-211
S2 113-179 113-179 113-276
S3 113-009 113-073 113-261
S4 112-159 112-223 113-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-100 113-222 0-198 0.5% 0-071 0.2% 4% False True 682,026
10 114-140 113-222 0-238 0.7% 0-070 0.2% 3% False True 719,706
20 114-207 113-190 1-017 0.9% 0-085 0.2% 12% False False 855,337
40 114-207 113-190 1-017 0.9% 0-087 0.2% 12% False False 924,422
60 115-127 113-190 1-257 1.6% 0-098 0.3% 7% False False 627,985
80 116-033 113-190 2-162 2.2% 0-080 0.2% 5% False False 471,206
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 0-010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-002
2.618 114-192
1.618 114-112
1.000 114-062
0.618 114-032
HIGH 113-302
0.618 113-272
0.500 113-262
0.382 113-253
LOW 113-222
0.618 113-173
1.000 113-142
1.618 113-093
2.618 113-013
4.250 112-202
Fisher Pivots for day following 18-Apr-2018
Pivot 1 day 3 day
R1 113-262 113-268
PP 113-252 113-255
S1 113-241 113-243

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

View Archives - Comment on this page... - Back to Index of Symbols