ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 11-May-2018

Day Change Summary
	Previous	Current
	10-May-2018	11-May-2018	Change	Change %	Previous Week
Open	113-080	113-098	0-018	0.0%	113-155
High	113-173	113-113	-0-060	-0.2%	113-178
Low	113-078	113-080	0-002	0.0%	113-078
Close	113-090	113-093	0-002	0.0%	113-093
Range	0-095	0-033	-0-062	-65.8%	0-100
ATR	0-068	0-065	-0-003	-3.7%	0-000
Volume	879,971	560,354	-319,617	-36.3%	3,189,663

Daily Pivots for day following 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-193	113-175	113-110
R3	113-160	113-143	113-101
R2	113-128	113-128	113-098
R1	113-110	113-110	113-095	113-103
PP	113-095	113-095	113-095	113-091
S1	113-078	113-078	113-090	113-070
S2	113-062	113-062	113-087
S3	113-030	113-045	113-084
S4	112-317	113-012	113-075

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-096	114-034	113-148
R3	113-316	113-254	113-120
R2	113-216	113-216	113-111
R1	113-154	113-154	113-102	113-135
PP	113-116	113-116	113-116	113-106
S1	113-054	113-054	113-083	113-035
S2	113-016	113-016	113-074
S3	112-236	112-274	113-065
S4	112-136	112-174	113-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-178	113-078	0-100	0.3%	0-053	0.1%	15%	False	False	637,932
10	113-233	113-078	0-155	0.4%	0-055	0.2%	10%	False	False	711,780
20	113-313	113-062	0-250	0.7%	0-057	0.2%	12%	False	False	748,069
40	114-207	113-062	1-145	1.3%	0-072	0.2%	6%	False	False	807,800
60	114-207	113-062	1-145	1.3%	0-079	0.2%	6%	False	False	839,082
80	115-127	113-062	2-065	1.9%	0-087	0.2%	4%	False	False	633,804
100	116-075	113-062	3-013	2.7%	0-074	0.2%	3%	False	False	507,151

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	113-251
2.618	113-198
1.618	113-165
1.000	113-145
0.618	113-133
HIGH	113-113
0.618	113-100
0.500	113-096
0.382	113-092
LOW	113-080
0.618	113-060
1.000	113-047
1.618	113-027
2.618	112-315
4.250	112-262

Fisher Pivots for day following 11-May-2018
Pivot	1 day	3 day
R1	113-096	113-125
PP	113-095	113-114
S1	113-094	113-103

Download as Excel Spreadsheet

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

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