ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 113-060 112-305 -0-075 -0.2% 113-155
High 113-070 113-007 -0-063 -0.2% 113-178
Low 112-278 112-265 -0-013 0.0% 113-078
Close 112-290 112-280 -0-010 0.0% 113-093
Range 0-113 0-062 -0-050 -44.5% 0-100
ATR 0-068 0-068 0-000 -0.6% 0-000
Volume 1,328,593 923,299 -405,294 -30.5% 3,189,663
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 113-158 113-122 112-314
R3 113-096 113-059 112-297
R2 113-033 113-033 112-291
R1 112-317 112-317 112-286 112-304
PP 112-291 112-291 112-291 112-284
S1 112-254 112-254 112-274 112-241
S2 112-228 112-228 112-269
S3 112-166 112-192 112-263
S4 112-103 112-129 112-246
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
5 113-173 112-265 0-228 0.6% 0-071 0.2% 7% False True 863,258
10 113-233 112-265 0-288 0.8% 0-064 0.2% 5% False True 778,546
20 113-245 112-265 0-300 0.8% 0-059 0.2% 5% False True 794,732
40 114-207 112-265 1-262 1.6% 0-072 0.2% 3% False True 825,035
60 114-207 112-265 1-262 1.6% 0-078 0.2% 3% False True 881,192
80 115-127 112-265 2-182 2.3% 0-088 0.2% 2% False True 669,672
100 116-033 112-265 3-088 2.9% 0-076 0.2% 1% False True 535,911
Crabel Price Patterns
NR True
NR4 False
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-273
2.618 113-171
1.618 113-109
1.000 113-070
0.618 113-046
HIGH 113-007
0.618 112-304
0.500 112-296
0.382 112-289
LOW 112-265
0.618 112-226
1.000 112-202
1.618 112-164
2.618 112-101
4.250 111-319
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 112-296 113-026
PP 112-291 113-004
S1 112-285 112-302

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

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