ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 113-138 113-147 0-010 0.0% 113-133
High 113-165 113-153 -0-012 0.0% 113-153
Low 113-120 113-110 -0-010 0.0% 113-062
Close 113-162 113-113 -0-050 -0.1% 113-142
Range 0-045 0-042 -0-002 -5.5% 0-090
ATR 0-072 0-071 -0-001 -1.9% 0-000
Volume 829,756 564,493 -265,263 -32.0% 4,291,745
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 113-253 113-225 113-136
R3 113-210 113-183 113-124
R2 113-168 113-168 113-120
R1 113-140 113-140 113-116 113-133
PP 113-125 113-125 113-125 113-121
S1 113-098 113-098 113-109 113-090
S2 113-083 113-083 113-105
S3 113-040 113-055 113-101
S4 112-318 113-013 113-089
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
5 113-165 113-062 0-102 0.3% 0-049 0.1% 49% False False 814,867
10 113-302 113-062 0-240 0.7% 0-058 0.2% 21% False False 806,710
20 114-158 113-062 1-095 1.1% 0-064 0.2% 12% False False 761,657
40 114-207 113-062 1-145 1.3% 0-075 0.2% 11% False False 823,713
60 115-127 113-062 2-065 1.9% 0-094 0.3% 7% False False 748,718
80 115-202 113-062 2-140 2.2% 0-086 0.2% 6% False False 562,395
100 116-160 113-062 3-098 2.9% 0-069 0.2% 5% False False 449,916
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114-013
2.618 113-264
1.618 113-221
1.000 113-195
0.618 113-179
HIGH 113-153
0.618 113-136
0.500 113-131
0.382 113-126
LOW 113-110
0.618 113-084
1.000 113-068
1.618 113-041
2.618 112-319
4.250 112-249
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 113-131 113-135
PP 113-125 113-127
S1 113-119 113-120

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

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