ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 112-245 113-030 0-105 0.3% 113-000
High 113-035 113-093 0-058 0.2% 113-010
Low 112-240 113-007 0-087 0.2% 112-147
Close 113-022 113-047 0-025 0.1% 112-247
Range 0-115 0-085 -0-030 -26.1% 0-183
ATR 0-062 0-064 0-002 2.6% 0-000
Volume 884,045 1,111,094 227,049 25.7% 453,666
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 113-304 113-261 113-094
R3 113-219 113-176 113-071
R2 113-134 113-134 113-063
R1 113-091 113-091 113-055 113-113
PP 113-049 113-049 113-049 113-060
S1 113-006 113-006 113-040 113-027
S2 112-284 112-284 113-032
S3 112-199 112-241 113-024
S4 112-114 112-156 113-001
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
5 113-093 112-167 0-245 0.7% 0-074 0.2% 82% True False 514,381
10 113-093 112-147 0-265 0.7% 0-067 0.2% 83% True False 291,264
20 113-135 112-147 0-308 0.8% 0-058 0.2% 72% False False 158,182
40 114-173 112-147 2-025 1.8% 0-051 0.1% 33% False False 80,679
60 114-173 112-147 2-025 1.8% 0-035 0.1% 33% False False 53,786
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-134
2.618 113-315
1.618 113-230
1.000 113-178
0.618 113-145
HIGH 113-093
0.618 113-060
0.500 113-050
0.382 113-040
LOW 113-007
0.618 112-275
1.000 112-242
1.618 112-190
2.618 112-105
4.250 111-286
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 113-050 113-030
PP 113-049 113-012
S1 113-048 112-314

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

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