ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 113-265 113-253 -0-012 0.0% 113-170
High 113-270 113-273 0-002 0.0% 113-282
Low 113-225 113-225 0-000 0.0% 113-145
Close 113-262 113-260 -0-002 0.0% 113-218
Range 0-045 0-048 0-002 5.5% 0-138
ATR 0-084 0-081 -0-003 -3.1% 0-000
Volume 1,441 381 -1,060 -73.6% 21,812
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-075 114-055 113-286
R3 114-028 114-008 113-273
R2 113-300 113-300 113-269
R1 113-280 113-280 113-264 113-290
PP 113-253 113-253 113-253 113-258
S1 113-232 113-232 113-256 113-242
S2 113-205 113-205 113-251
S3 113-157 113-185 113-247
S4 113-110 113-137 113-234
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
5 113-273 113-145 0-128 0.4% 0-062 0.2% 90% True False 1,608
10 113-282 113-060 0-222 0.6% 0-065 0.2% 90% False False 4,626
20 114-222 113-060 1-162 1.3% 0-083 0.2% 41% False False 105,100
40 114-222 112-250 1-292 1.7% 0-081 0.2% 54% False False 631,899
60 114-222 112-250 1-292 1.7% 0-077 0.2% 54% False False 679,162
80 114-222 112-250 1-292 1.7% 0-080 0.2% 54% False False 731,062
100 115-127 112-250 2-197 2.3% 0-089 0.2% 39% False False 696,494
120 115-227 112-250 2-297 2.6% 0-084 0.2% 35% False False 580,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-154
2.618 114-077
1.618 114-029
1.000 114-000
0.618 113-302
HIGH 113-273
0.618 113-254
0.500 113-249
0.382 113-243
LOW 113-225
0.618 113-196
1.000 113-177
1.618 113-148
2.618 113-101
4.250 113-023
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 113-256 113-250
PP 113-253 113-240
S1 113-249 113-230

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

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