ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 113-150 113-213 0-062 0.2% 113-242
High 113-282 113-270 -0-012 0.0% 113-282
Low 113-127 113-178 0-050 0.1% 113-127
Close 113-198 113-207 0-010 0.0% 113-207
Range 0-155 0-093 -0-062 -40.3% 0-155
ATR 0-103 0-102 -0-001 -0.7% 0-000
Volume 37,887 6,437 -31,450 -83.0% 128,127
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-176 114-124 113-258
R3 114-083 114-032 113-233
R2 113-311 113-311 113-224
R1 113-259 113-259 113-216 113-239
PP 113-218 113-218 113-218 113-208
S1 113-167 113-167 113-199 113-146
S2 113-126 113-126 113-191
S3 113-033 113-074 113-182
S4 112-261 112-302 113-157
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 115-031 114-274 113-293
R3 114-196 114-119 113-250
R2 114-041 114-041 113-236
R1 113-284 113-284 113-222 113-245
PP 113-206 113-206 113-206 113-186
S1 113-129 113-129 113-193 113-090
S2 113-051 113-051 113-179
S3 112-216 112-294 113-165
S4 112-061 112-139 113-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-282 113-127 0-155 0.4% 0-096 0.3% 52% False False 25,625
10 114-222 113-122 1-100 1.2% 0-138 0.4% 20% False False 854,655
20 114-222 112-250 1-292 1.7% 0-103 0.3% 45% False False 974,730
40 114-222 112-250 1-292 1.7% 0-081 0.2% 45% False False 863,390
60 114-222 112-250 1-292 1.7% 0-083 0.2% 45% False False 866,184
80 114-222 112-250 1-292 1.7% 0-087 0.2% 45% False False 866,747
100 115-127 112-250 2-197 2.3% 0-091 0.2% 33% False False 696,402
120 116-082 112-250 3-152 3.1% 0-078 0.2% 25% False False 580,412
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-023
2.618 114-192
1.618 114-100
1.000 114-043
0.618 114-007
HIGH 113-270
0.618 113-235
0.500 113-224
0.382 113-213
LOW 113-178
0.618 113-120
1.000 113-085
1.618 113-028
2.618 112-255
4.250 112-104
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 113-224 113-207
PP 113-218 113-206
S1 113-213 113-205

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

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