ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 113-155 113-150 -0-005 0.0% 113-138
High 113-178 113-165 -0-013 0.0% 113-233
Low 113-142 113-107 -0-035 -0.1% 113-098
Close 113-165 113-130 -0-035 -0.1% 113-167
Range 0-035 0-058 0-022 64.3% 0-135
ATR 0-067 0-067 -0-001 -1.1% 0-000
Volume 398,442 642,742 244,300 61.3% 3,928,142
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 113-307 113-276 113-162
R3 113-249 113-218 113-146
R2 113-192 113-192 113-141
R1 113-161 113-161 113-135 113-148
PP 113-134 113-134 113-134 113-127
S1 113-103 113-103 113-125 113-090
S2 113-077 113-077 113-119
S3 113-019 113-046 113-114
S4 112-282 112-308 113-098
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 114-251 114-184 113-242
R3 114-116 114-049 113-205
R2 113-301 113-301 113-192
R1 113-234 113-234 113-180 113-268
PP 113-166 113-166 113-166 113-183
S1 113-099 113-099 113-155 113-132
S2 113-031 113-031 113-143
S3 112-216 112-284 113-130
S4 112-081 112-149 113-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-233 113-098 0-135 0.4% 0-059 0.2% 24% False False 715,015
10 113-233 113-062 0-170 0.5% 0-054 0.1% 40% False False 764,941
20 114-135 113-062 1-073 1.1% 0-061 0.2% 17% False False 754,428
40 114-207 113-062 1-145 1.3% 0-074 0.2% 15% False False 820,564
60 114-207 113-062 1-145 1.3% 0-081 0.2% 15% False False 805,200
80 115-127 113-062 2-065 1.9% 0-087 0.2% 10% False False 607,024
100 116-160 113-062 3-098 2.9% 0-072 0.2% 6% False False 485,667
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-089
2.618 113-316
1.618 113-258
1.000 113-222
0.618 113-201
HIGH 113-165
0.618 113-143
0.500 113-136
0.382 113-129
LOW 113-107
0.618 113-072
1.000 113-050
1.618 113-014
2.618 112-277
4.250 112-183
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 113-136 113-170
PP 113-134 113-157
S1 113-132 113-143

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

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