ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 112-273 112-282 0-010 0.0% 113-090
High 112-302 113-035 0-053 0.1% 113-107
Low 112-250 112-267 0-017 0.0% 112-250
Close 112-287 113-025 0-058 0.2% 113-025
Range 0-052 0-088 0-035 66.8% 0-177
ATR 0-067 0-068 0-001 2.2% 0-000
Volume 924,572 847,978 -76,594 -8.3% 4,648,515
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 113-265 113-233 113-073
R3 113-178 113-145 113-049
R2 113-090 113-090 113-041
R1 113-058 113-058 113-033 113-074
PP 113-002 113-002 113-002 113-011
S1 112-290 112-290 113-017 112-306
S2 112-235 112-235 113-009
S3 112-147 112-202 113-001
S4 112-060 112-115 112-297
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 114-233 114-147 113-123
R3 114-056 113-289 113-074
R2 113-198 113-198 113-058
R1 113-112 113-112 113-041 113-066
PP 113-021 113-021 113-021 112-318
S1 112-254 112-254 113-009 112-209
S2 112-163 112-163 112-312
S3 111-306 112-077 112-296
S4 111-128 111-219 112-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-107 112-250 0-177 0.5% 0-073 0.2% 54% False False 929,703
10 113-178 112-250 0-247 0.7% 0-063 0.2% 38% False False 783,817
20 113-233 112-250 0-302 0.8% 0-059 0.2% 31% False False 802,903
40 114-207 112-250 1-277 1.7% 0-070 0.2% 16% False False 808,161
60 114-207 112-250 1-277 1.7% 0-077 0.2% 16% False False 875,221
80 115-127 112-250 2-197 2.3% 0-089 0.2% 11% False False 691,803
100 116-033 112-250 3-102 2.9% 0-077 0.2% 9% False False 553,636
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 3 trading days
Fibonacci Retracements and Extensions
4.250 114-087
2.618 113-264
1.618 113-177
1.000 113-123
0.618 113-089
HIGH 113-035
0.618 113-002
0.500 112-311
0.382 112-301
LOW 112-267
0.618 112-213
1.000 112-180
1.618 112-126
2.618 112-038
4.250 111-216
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 113-014 113-011
PP 113-002 112-317
S1 112-311 112-303

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

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