ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 114-015 113-242 -0-093 -0.3% 113-218
High 114-015 113-247 -0-088 -0.2% 114-222
Low 113-205 113-170 -0-035 -0.1% 113-182
Close 113-250 113-185 -0-065 -0.2% 113-250
Range 0-130 0-077 -0-053 -40.4% 1-040
ATR 0-104 0-102 -0-002 -1.6% 0-000
Volume 72,405 40,926 -31,479 -43.5% 6,210,661
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-113 114-067 113-228
R3 114-036 113-309 113-206
R2 113-278 113-278 113-199
R1 113-232 113-232 113-192 113-216
PP 113-201 113-201 113-201 113-193
S1 113-154 113-154 113-178 113-139
S2 113-123 113-123 113-171
S3 113-046 113-077 113-164
S4 112-288 112-319 113-142
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 117-125 116-228 114-128
R3 116-085 115-188 114-029
R2 115-045 115-045 113-316
R1 114-148 114-148 113-283 114-256
PP 114-005 114-005 114-005 114-059
S1 113-108 113-108 113-217 113-216
S2 112-285 112-285 113-184
S3 111-245 112-068 113-151
S4 110-205 111-028 113-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-222 113-170 1-052 1.0% 0-171 0.5% 4% False True 1,250,317
10 114-222 112-307 1-235 1.5% 0-125 0.3% 36% False False 1,419,854
20 114-222 112-250 1-292 1.7% 0-094 0.3% 42% False False 1,101,836
40 114-222 112-250 1-292 1.7% 0-079 0.2% 42% False False 935,639
60 114-222 112-250 1-292 1.7% 0-081 0.2% 42% False False 920,123
80 114-270 112-250 2-020 1.8% 0-087 0.2% 39% False False 867,474
100 115-150 112-250 2-220 2.4% 0-089 0.2% 30% False False 695,605
120 116-160 112-250 3-230 3.3% 0-075 0.2% 21% False False 579,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114-257
2.618 114-130
1.618 114-053
1.000 114-005
0.618 113-295
HIGH 113-247
0.618 113-218
0.500 113-209
0.382 113-200
LOW 113-170
0.618 113-122
1.000 113-093
1.618 113-045
2.618 112-287
4.250 112-161
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 113-209 113-268
PP 113-201 113-240
S1 113-193 113-212

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

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