ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 113-133 113-102 -0-030 -0.1% 113-310
High 113-135 113-127 -0-008 0.0% 113-313
Low 113-090 113-070 -0-020 -0.1% 113-130
Close 113-107 113-125 0-018 0.0% 113-142
Range 0-045 0-057 0-012 27.7% 0-182
ATR 0-080 0-079 -0-002 -2.0% 0-000
Volume 760,762 850,893 90,131 11.8% 3,551,833
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-280 113-260 113-157
R3 113-222 113-202 113-141
R2 113-165 113-165 113-136
R1 113-145 113-145 113-130 113-155
PP 113-107 113-107 113-107 113-112
S1 113-088 113-088 113-120 113-098
S2 113-050 113-050 113-114
S3 112-313 113-030 113-109
S4 112-255 112-293 113-093
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 115-102 114-305 113-243
R3 114-240 114-122 113-193
R2 114-058 114-058 113-176
R1 113-260 113-260 113-159 113-228
PP 113-195 113-195 113-195 113-179
S1 113-078 113-078 113-126 113-045
S2 113-013 113-013 113-109
S3 112-150 112-215 113-092
S4 111-288 112-033 113-042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-302 113-070 0-232 0.6% 0-067 0.2% 24% False True 798,553
10 114-135 113-070 1-065 1.1% 0-069 0.2% 14% False True 743,916
20 114-207 113-070 1-137 1.3% 0-078 0.2% 12% False True 800,601
40 114-207 113-070 1-137 1.3% 0-085 0.2% 12% False True 869,972
60 115-127 113-070 2-057 1.9% 0-098 0.3% 8% False True 681,565
80 116-033 113-070 2-282 2.5% 0-083 0.2% 6% False True 511,466
100 116-180 113-070 3-110 2.9% 0-067 0.2% 5% False True 409,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-052
2.618 113-278
1.618 113-220
1.000 113-185
0.618 113-163
HIGH 113-127
0.618 113-106
0.500 113-099
0.382 113-092
LOW 113-070
0.618 113-034
1.000 113-013
1.618 112-297
2.618 112-240
4.250 112-146
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 113-116 113-140
PP 113-107 113-135
S1 113-099 113-130

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

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