ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 07-Jun-2018
Day Change Summary
Previous Current
06-Jun-2018 07-Jun-2018 Change Change % Previous Week
Open 113-213 113-150 -0-062 -0.2% 113-218
High 113-215 113-282 0-067 0.2% 114-222
Low 113-140 113-127 -0-013 0.0% 113-182
Close 113-150 113-198 0-047 0.1% 113-250
Range 0-075 0-155 0-080 106.7% 1-040
ATR 0-099 0-103 0-004 4.0% 0-000
Volume 13,076 37,887 24,811 189.7% 6,210,661
Daily Pivots for day following 07-Jun-2018
Classic Woodie Camarilla DeMark
R4 115-028 114-268 113-283
R3 114-193 114-113 113-240
R2 114-038 114-038 113-226
R1 113-278 113-278 113-212 113-318
PP 113-202 113-202 113-202 113-222
S1 113-122 113-122 113-183 113-162
S2 113-047 113-047 113-169
S3 112-212 112-287 113-155
S4 112-057 112-132 113-112
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
5 114-015 113-127 0-208 0.6% 0-104 0.3% 34% False True 38,819
10 114-222 113-102 1-120 1.2% 0-137 0.4% 22% False False 1,048,928
20 114-222 112-250 1-292 1.7% 0-103 0.3% 44% False False 1,018,407
40 114-222 112-250 1-292 1.7% 0-081 0.2% 44% False False 883,916
60 114-222 112-250 1-292 1.7% 0-083 0.2% 44% False False 881,657
80 114-222 112-250 1-292 1.7% 0-086 0.2% 44% False False 866,997
100 115-127 112-250 2-197 2.3% 0-090 0.2% 32% False False 696,357
120 116-125 112-250 3-195 3.2% 0-078 0.2% 23% False False 580,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115-301
2.618 115-048
1.618 114-213
1.000 114-118
0.618 114-058
HIGH 113-282
0.618 113-223
0.500 113-205
0.382 113-187
LOW 113-127
0.618 113-032
1.000 112-292
1.618 112-197
2.618 112-042
4.250 111-109
Fisher Pivots for day following 07-Jun-2018
Pivot 1 day 3 day
R1 113-205 113-205
PP 113-202 113-202
S1 113-200 113-200

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

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