ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 114-182 114-020 -0-162 -0.4% 113-005
High 114-222 114-045 -0-178 -0.5% 113-242
Low 113-310 113-285 -0-025 -0.1% 112-307
Close 114-033 114-035 0-002 0.0% 113-220
Range 0-232 0-080 -0-152 -65.6% 0-255
ATR 0-102 0-100 -0-002 -1.5% 0-000
Volume 1,637,333 210,457 -1,426,876 -87.1% 7,946,958
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 114-255 114-225 114-079
R3 114-175 114-145 114-057
R2 114-095 114-095 114-050
R1 114-065 114-065 114-042 114-080
PP 114-015 114-015 114-015 114-022
S1 113-305 113-305 114-028 114-000
S2 113-255 113-255 114-020
S3 113-175 113-225 114-013
S4 113-095 113-145 113-311
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
5 114-222 113-102 1-120 1.2% 0-170 0.5% 57% False False 2,059,037
10 114-222 112-250 1-292 1.7% 0-119 0.3% 69% False False 1,585,776
20 114-222 112-250 1-292 1.7% 0-091 0.2% 69% False False 1,182,161
40 114-222 112-250 1-292 1.7% 0-077 0.2% 69% False False 973,736
60 114-222 112-250 1-292 1.7% 0-080 0.2% 69% False False 943,766
80 115-127 112-250 2-197 2.3% 0-090 0.2% 51% False False 866,883
100 115-202 112-250 2-272 2.5% 0-087 0.2% 47% False False 694,475
120 116-160 112-250 3-230 3.3% 0-073 0.2% 36% False False 578,740
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 115-065
2.618 114-254
1.618 114-174
1.000 114-125
0.618 114-094
HIGH 114-045
0.618 114-014
0.500 114-005
0.382 113-316
LOW 113-285
0.618 113-236
1.000 113-205
1.618 113-156
2.618 113-076
4.250 112-265
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 114-025 114-042
PP 114-015 114-040
S1 114-005 114-038

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

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