ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 113-173 113-145 -0-028 -0.1% 113-242
High 113-190 113-167 -0-023 -0.1% 113-282
Low 113-133 113-060 -0-073 -0.2% 113-127
Close 113-160 113-110 -0-050 -0.1% 113-207
Range 0-058 0-107 0-050 86.9% 0-155
ATR 0-095 0-096 0-001 0.9% 0-000
Volume 3,789 13,543 9,754 257.4% 128,127
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-115 114-060 113-169
R3 114-007 113-272 113-140
R2 113-220 113-220 113-130
R1 113-165 113-165 113-120 113-139
PP 113-113 113-113 113-113 113-099
S1 113-058 113-058 113-100 113-031
S2 113-005 113-005 113-090
S3 112-218 112-270 113-080
S4 112-110 112-163 113-051
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
5 113-282 113-060 0-222 0.6% 0-087 0.2% 22% False True 13,057
10 114-045 113-060 0-305 0.8% 0-088 0.2% 16% False True 43,195
20 114-222 112-250 1-292 1.7% 0-102 0.3% 29% False False 850,127
40 114-222 112-250 1-292 1.7% 0-081 0.2% 29% False False 818,647
60 114-222 112-250 1-292 1.7% 0-082 0.2% 29% False False 829,859
80 114-222 112-250 1-292 1.7% 0-084 0.2% 29% False False 865,321
100 115-127 112-250 2-197 2.3% 0-091 0.3% 21% False False 696,536
120 116-033 112-250 3-102 2.9% 0-080 0.2% 17% False False 580,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-304
2.618 114-129
1.618 114-021
1.000 113-275
0.618 113-234
HIGH 113-167
0.618 113-126
0.500 113-114
0.382 113-101
LOW 113-060
0.618 112-314
1.000 112-273
1.618 112-206
2.618 112-099
4.250 111-243
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 113-114 113-125
PP 113-113 113-120
S1 113-111 113-115

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

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