ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 113-090 113-060 -0-030 -0.1% 113-155
High 113-107 113-070 -0-037 -0.1% 113-178
Low 113-058 112-278 -0-100 -0.3% 113-078
Close 113-078 112-290 -0-107 -0.3% 113-093
Range 0-050 0-113 0-063 125.1% 0-100
ATR 0-064 0-068 0-004 6.2% 0-000
Volume 624,073 1,328,593 704,520 112.9% 3,189,663
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 114-017 113-266 113-032
R3 113-224 113-153 113-001
R2 113-112 113-112 112-311
R1 113-041 113-041 112-300 113-020
PP 112-319 112-319 112-319 112-309
S1 112-248 112-248 112-280 112-228
S2 112-207 112-207 112-269
S3 112-094 112-136 112-259
S4 111-302 112-023 112-228
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
5 113-173 112-278 0-215 0.6% 0-067 0.2% 6% False True 820,229
10 113-233 112-278 0-275 0.8% 0-063 0.2% 5% False True 767,622
20 113-302 112-278 1-025 1.0% 0-060 0.2% 4% False True 787,166
40 114-207 112-278 1-250 1.6% 0-072 0.2% 2% False True 819,725
60 114-207 112-278 1-250 1.6% 0-078 0.2% 2% False True 870,386
80 115-127 112-278 2-170 2.2% 0-088 0.2% 2% False True 658,139
100 116-033 112-278 3-075 2.9% 0-075 0.2% 1% False True 526,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 114-228
2.618 114-045
1.618 113-252
1.000 113-183
0.618 113-140
HIGH 113-070
0.618 113-027
0.500 113-014
0.382 113-000
LOW 112-278
0.618 112-208
1.000 112-165
1.618 112-095
2.618 111-303
4.250 111-119
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 113-014 113-035
PP 112-319 113-013
S1 112-305 112-312

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

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