ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 113-178 113-173 -0-005 0.0% 113-242
High 113-182 113-190 0-008 0.0% 113-282
Low 113-160 113-133 -0-027 -0.1% 113-127
Close 113-170 113-160 -0-010 0.0% 113-207
Range 0-022 0-058 0-035 155.6% 0-155
ATR 0-098 0-095 -0-003 -3.0% 0-000
Volume 3,630 3,789 159 4.4% 128,127
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-013 113-304 113-192
R3 113-276 113-247 113-176
R2 113-218 113-218 113-171
R1 113-189 113-189 113-165 113-175
PP 113-161 113-161 113-161 113-154
S1 113-132 113-132 113-155 113-118
S2 113-103 113-103 113-149
S3 113-046 113-074 113-144
S4 112-308 113-017 113-128
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% 0-081 0.2% 21% False False 12,963
10 114-222 113-127 1-095 1.1% 0-100 0.3% 8% False False 205,574
20 114-222 112-250 1-292 1.7% 0-103 0.3% 38% False False 915,880
40 114-222 112-250 1-292 1.7% 0-080 0.2% 38% False False 832,755
60 114-222 112-250 1-292 1.7% 0-082 0.2% 38% False False 843,644
80 114-222 112-250 1-292 1.7% 0-084 0.2% 38% False False 865,422
100 115-127 112-250 2-197 2.3% 0-090 0.2% 27% False False 696,424
120 116-033 112-250 3-102 2.9% 0-079 0.2% 22% False False 580,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-114
2.618 114-021
1.618 113-283
1.000 113-248
0.618 113-226
HIGH 113-190
0.618 113-168
0.500 113-161
0.382 113-154
LOW 113-133
0.618 113-097
1.000 113-075
1.618 113-039
2.618 112-302
4.250 112-208
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 113-161 113-201
PP 113-161 113-188
S1 113-160 113-174

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

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