ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 113-090 113-120 0-030 0.1% 113-133
High 113-142 113-153 0-010 0.0% 113-153
Low 113-085 113-105 0-020 0.1% 113-062
Close 113-120 113-142 0-022 0.1% 113-142
Range 0-058 0-048 -0-010 -17.4% 0-090
ATR 0-076 0-074 -0-002 -2.7% 0-000
Volume 843,011 685,097 -157,914 -18.7% 4,291,745
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 113-276 113-257 113-169
R3 113-228 113-209 113-156
R2 113-181 113-181 113-151
R1 113-162 113-162 113-147 113-171
PP 113-133 113-133 113-133 113-138
S1 113-114 113-114 113-138 113-124
S2 113-086 113-086 113-134
S3 113-038 113-067 113-129
S4 112-311 113-019 113-116
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 114-069 114-036 113-192
R3 113-299 113-266 113-167
R2 113-209 113-209 113-159
R1 113-176 113-176 113-151 113-193
PP 113-119 113-119 113-119 113-128
S1 113-086 113-086 113-134 113-102
S2 113-029 113-029 113-126
S3 112-259 112-316 113-118
S4 112-169 112-226 113-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-153 113-062 0-090 0.2% 0-052 0.1% 89% True False 858,349
10 113-313 113-062 0-250 0.7% 0-058 0.2% 32% False False 784,357
20 114-207 113-062 1-145 1.3% 0-070 0.2% 17% False False 765,437
40 114-207 113-062 1-145 1.3% 0-080 0.2% 17% False False 837,752
60 115-127 113-062 2-065 1.9% 0-095 0.3% 11% False False 725,931
80 115-265 113-062 2-202 2.3% 0-085 0.2% 9% False False 544,967
100 116-160 113-062 3-098 2.9% 0-068 0.2% 8% False False 435,973
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-034
2.618 113-277
1.618 113-229
1.000 113-200
0.618 113-182
HIGH 113-153
0.618 113-134
0.500 113-129
0.382 113-123
LOW 113-105
0.618 113-076
1.000 113-057
1.618 113-028
2.618 112-301
4.250 112-223
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 113-138 113-131
PP 113-133 113-119
S1 113-129 113-108

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

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