ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 113-218 114-182 0-285 0.8% 113-005
High 114-198 114-222 0-025 0.1% 113-242
Low 113-182 113-310 0-128 0.4% 112-307
Close 114-185 114-033 -0-152 -0.4% 113-220
Range 1-015 0-232 -0-103 -30.6% 0-255
ATR 0-091 0-102 0-010 11.0% 0-000
Volume 4,290,466 1,637,333 -2,653,133 -61.8% 7,946,958
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 116-139 115-318 114-160
R3 115-227 115-086 114-096
R2 114-314 114-314 114-075
R1 114-173 114-173 114-054 114-128
PP 114-082 114-082 114-082 114-059
S1 113-261 113-261 114-011 113-215
S2 113-169 113-169 113-310
S3 112-257 113-028 113-289
S4 112-024 112-116 113-225
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 115-275 115-183 114-040
R3 115-020 114-248 113-290
R2 114-085 114-085 113-267
R1 113-313 113-313 113-243 114-039
PP 113-150 113-150 113-150 113-173
S1 113-057 113-057 113-197 113-104
S2 112-215 112-215 113-173
S3 111-280 112-122 113-150
S4 111-025 111-187 113-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-222 113-015 1-207 1.4% 0-177 0.5% 64% True False 2,437,590
10 114-222 112-250 1-292 1.7% 0-117 0.3% 69% True False 1,657,060
20 114-222 112-250 1-292 1.7% 0-090 0.2% 69% True False 1,212,341
40 114-222 112-250 1-292 1.7% 0-077 0.2% 69% True False 986,999
60 114-222 112-250 1-292 1.7% 0-080 0.2% 69% True False 953,256
80 115-127 112-250 2-197 2.3% 0-093 0.3% 50% False False 864,624
100 115-202 112-250 2-272 2.5% 0-087 0.2% 46% False False 692,384
120 116-160 112-250 3-230 3.3% 0-073 0.2% 36% False False 576,987
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-251
2.618 116-191
1.618 115-279
1.000 115-135
0.618 115-046
HIGH 114-222
0.618 114-134
0.500 114-106
0.382 114-079
LOW 113-310
0.618 113-166
1.000 113-078
1.618 112-254
2.618 112-021
4.250 110-282
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 114-106 114-026
PP 114-082 114-019
S1 114-057 114-012

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

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