ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 23-May-2018
Day Change Summary
Previous Current
22-May-2018 23-May-2018 Change Change % Previous Week
Open 112-240 112-245 0-005 0.0% 113-000
High 112-253 113-035 0-102 0.3% 113-010
Low 112-215 112-240 0-025 0.1% 112-147
Close 112-247 113-022 0-095 0.3% 112-247
Range 0-038 0-115 0-078 206.7% 0-183
ATR 0-058 0-062 0-004 7.0% 0-000
Volume 287,631 884,045 596,414 207.4% 453,666
Daily Pivots for day following 23-May-2018
Classic Woodie Camarilla DeMark
R4 114-018 113-295 113-086
R3 113-223 113-180 113-054
R2 113-108 113-108 113-044
R1 113-065 113-065 113-033 113-086
PP 112-313 112-313 112-313 113-003
S1 112-270 112-270 113-012 112-291
S2 112-197 112-197 113-001
S3 112-082 112-155 112-311
S4 111-287 112-040 112-279
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 114-149 114-061 113-028
R3 113-287 113-198 112-298
R2 113-104 113-104 112-281
R1 113-016 113-016 112-264 112-289
PP 112-242 112-242 112-242 112-218
S1 112-153 112-153 112-231 112-106
S2 112-059 112-059 112-214
S3 111-197 111-291 112-197
S4 111-014 111-108 112-147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-035 112-147 0-208 0.6% 0-068 0.2% 94% True False 306,655
10 113-060 112-147 0-233 0.6% 0-066 0.2% 84% False False 185,690
20 113-135 112-147 0-308 0.8% 0-056 0.2% 63% False False 103,754
40 114-173 112-147 2-025 1.8% 0-050 0.1% 29% False False 52,902
60 114-173 112-147 2-025 1.8% 0-033 0.1% 29% False False 35,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 114-204
2.618 114-016
1.618 113-221
1.000 113-150
0.618 113-106
HIGH 113-035
0.618 112-311
0.500 112-298
0.382 112-284
LOW 112-240
0.618 112-169
1.000 112-125
1.618 112-054
2.618 111-259
4.250 111-071
Fisher Pivots for day following 23-May-2018
Pivot 1 day 3 day
R1 113-007 113-003
PP 112-313 112-303
S1 112-298 112-283

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

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