ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 18-Jun-2018

Day Change Summary
	Previous	Current
	15-Jun-2018	18-Jun-2018	Change	Change %	Previous Week
Open	113-158	113-170	0-013	0.0%	113-178
High	113-210	113-200	-0-010	0.0%	113-210
Low	113-147	113-167	0-020	0.1%	113-060
Close	113-167	113-167	0-000	0.0%	113-167
Range	0-063	0-033	-0-030	-48.0%	0-150
ATR	0-092	0-088	-0-004	-4.6%	0-000
Volume	2,603	11,378	8,775	337.1%	30,052

Daily Pivots for day following 18-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-276	113-254	113-185
R3	113-243	113-222	113-176
R2	113-211	113-211	113-173
R1	113-189	113-189	113-170	113-184
PP	113-178	113-178	113-178	113-176
S1	113-157	113-157	113-165	113-151
S2	113-146	113-146	113-162
S3	113-113	113-124	113-159
S4	113-081	113-092	113-150

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%	0-065	0.2%	72%	False	False	7,560
10	113-282	113-060	0-222	0.6%	0-075	0.2%	48%	False	False	12,863
20	114-222	112-307	1-235	1.5%	0-100	0.3%	32%	False	False	716,358
40	114-222	112-250	1-292	1.7%	0-079	0.2%	39%	False	False	759,631
60	114-222	112-250	1-292	1.7%	0-080	0.2%	39%	False	False	777,560
80	114-222	112-250	1-292	1.7%	0-083	0.2%	39%	False	False	835,505
100	115-127	112-250	2-197	2.3%	0-091	0.3%	28%	False	False	696,714
120	116-033	112-250	3-102	2.9%	0-081	0.2%	22%	False	False	580,757

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-018
2.618	113-285
1.618	113-253
1.000	113-233
0.618	113-220
HIGH	113-200
0.618	113-188
0.500	113-184
0.382	113-180
LOW	113-167
0.618	113-147
1.000	113-135
1.618	113-115
2.618	113-082
4.250	113-029

Fisher Pivots for day following 18-Jun-2018
Pivot	1 day	3 day
R1	113-184	113-165
PP	113-178	113-162
S1	113-173	113-159

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols