ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 22-Jun-2018
Day Change Summary
Previous Current
21-Jun-2018 22-Jun-2018 Change Change % Previous Week
Open 113-155 113-202 0-047 0.1% 113-170
High 113-238 113-233 -0-005 0.0% 113-282
Low 113-145 113-187 0-042 0.1% 113-145
Close 113-222 113-218 -0-005 0.0% 113-218
Range 0-093 0-045 -0-047 -51.3% 0-138
ATR 0-089 0-086 -0-003 -3.5% 0-000
Volume 1,831 2,600 769 42.0% 21,812
Daily Pivots for day following 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-028 114-008 113-242
R3 113-303 113-283 113-230
R2 113-258 113-258 113-226
R1 113-238 113-238 113-222 113-248
PP 113-213 113-213 113-213 113-218
S1 113-192 113-192 113-213 113-202
S2 113-167 113-167 113-209
S3 113-122 113-147 113-205
S4 113-077 113-102 113-193
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-308 114-240 113-293
R3 114-170 114-103 113-255
R2 114-033 114-033 113-243
R1 113-285 113-285 113-230 113-319
PP 113-215 113-215 113-215 113-232
S1 113-147 113-147 113-205 113-181
S2 113-077 113-077 113-192
S3 112-260 113-010 113-180
S4 112-122 112-192 113-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-282 113-145 0-138 0.4% 0-065 0.2% 53% False False 4,362
10 113-282 113-060 0-222 0.6% 0-064 0.2% 71% False False 5,186
20 114-222 113-060 1-162 1.3% 0-101 0.3% 33% False False 429,920
40 114-222 112-250 1-292 1.7% 0-081 0.2% 47% False False 669,725
60 114-222 112-250 1-292 1.7% 0-078 0.2% 47% False False 704,890
80 114-222 112-250 1-292 1.7% 0-082 0.2% 47% False False 762,720
100 115-127 112-250 2-197 2.3% 0-090 0.2% 34% False False 696,703
120 115-293 112-250 3-042 2.8% 0-084 0.2% 29% False False 580,844
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-104
2.618 114-030
1.618 113-305
1.000 113-278
0.618 113-260
HIGH 113-233
0.618 113-215
0.500 113-210
0.382 113-205
LOW 113-187
0.618 113-160
1.000 113-142
1.618 113-115
2.618 113-070
4.250 112-316
Fisher Pivots for day following 22-Jun-2018
Pivot 1 day 3 day
R1 113-215 113-209
PP 113-213 113-200
S1 113-210 113-191

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

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