ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 113-122 113-158 0-035 0.1% 113-178
High 113-170 113-210 0-040 0.1% 113-210
Low 113-107 113-147 0-040 0.1% 113-060
Close 113-142 113-167 0-025 0.1% 113-167
Range 0-063 0-063 0-000 0.0% 0-150
ATR 0-094 0-092 -0-002 -2.0% 0-000
Volume 6,487 2,603 -3,884 -59.9% 30,052
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-043 114-008 113-202
R3 113-300 113-265 113-185
R2 113-238 113-238 113-179
R1 113-203 113-203 113-173 113-220
PP 113-175 113-175 113-175 113-184
S1 113-140 113-140 113-162 113-157
S2 113-112 113-112 113-156
S3 113-050 113-077 113-150
S4 112-307 113-015 113-133
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-276 114-212 113-250
R3 114-126 114-062 113-209
R2 113-296 113-296 113-195
R1 113-232 113-232 113-181 113-189
PP 113-146 113-146 113-146 113-124
S1 113-082 113-082 113-154 113-039
S2 112-316 112-316 113-140
S3 112-166 112-252 113-126
S4 112-016 112-102 113-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-210 113-060 0-150 0.4% 0-063 0.2% 72% True False 6,010
10 113-282 113-060 0-222 0.6% 0-079 0.2% 48% False False 15,817
20 114-222 112-267 1-275 1.6% 0-103 0.3% 37% False False 758,188
40 114-222 112-250 1-292 1.7% 0-081 0.2% 39% False False 776,001
60 114-222 112-250 1-292 1.7% 0-082 0.2% 39% False False 800,750
80 114-222 112-250 1-292 1.7% 0-083 0.2% 39% False False 851,359
100 115-127 112-250 2-197 2.3% 0-091 0.3% 28% False False 696,610
120 116-033 112-250 3-102 2.9% 0-081 0.2% 22% False False 580,662
Crabel Price Patterns
NR False
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 0-014
Fibonacci Retracements and Extensions
4.250 114-156
2.618 114-054
1.618 113-311
1.000 113-273
0.618 113-249
HIGH 113-210
0.618 113-186
0.500 113-179
0.382 113-171
LOW 113-147
0.618 113-109
1.000 113-085
1.618 113-046
2.618 112-304
4.250 112-202
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 113-179 113-157
PP 113-175 113-146
S1 113-171 113-135

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

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