ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 113-145 113-122 -0-022 -0.1% 113-242
High 113-167 113-170 0-003 0.0% 113-282
Low 113-060 113-107 0-047 0.1% 113-127
Close 113-110 113-142 0-032 0.1% 113-207
Range 0-107 0-063 -0-045 -41.8% 0-155
ATR 0-096 0-094 -0-002 -2.5% 0-000
Volume 13,543 6,487 -7,056 -52.1% 128,127
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-008 113-298 113-177
R3 113-265 113-235 113-160
R2 113-203 113-203 113-154
R1 113-173 113-173 113-148 113-188
PP 113-140 113-140 113-140 113-148
S1 113-110 113-110 113-137 113-125
S2 113-077 113-077 113-131
S3 113-015 113-047 113-125
S4 112-272 112-305 113-108
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
5 113-270 113-060 0-210 0.6% 0-069 0.2% 39% False False 6,777
10 114-015 113-060 0-275 0.8% 0-086 0.2% 30% False False 22,798
20 114-222 112-250 1-292 1.7% 0-102 0.3% 35% False False 804,287
40 114-222 112-250 1-292 1.7% 0-081 0.2% 35% False False 799,509
60 114-222 112-250 1-292 1.7% 0-082 0.2% 35% False False 818,119
80 114-222 112-250 1-292 1.7% 0-084 0.2% 35% False False 861,966
100 115-127 112-250 2-197 2.3% 0-091 0.3% 25% False False 696,595
120 116-033 112-250 3-102 2.9% 0-080 0.2% 20% False False 580,640
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-116
2.618 114-014
1.618 113-271
1.000 113-233
0.618 113-209
HIGH 113-170
0.618 113-146
0.500 113-139
0.382 113-131
LOW 113-107
0.618 113-069
1.000 113-045
1.618 113-006
2.618 112-264
4.250 112-162
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 113-141 113-137
PP 113-140 113-131
S1 113-139 113-125

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

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