ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 25-May-2018
Day Change Summary
Previous Current
24-May-2018 25-May-2018 Change Change % Previous Week
Open 113-030 113-047 0-017 0.0% 112-238
High 113-093 113-150 0-058 0.2% 113-150
Low 113-007 113-027 0-020 0.1% 112-210
Close 113-047 113-127 0-080 0.2% 113-127
Range 0-085 0-123 0-038 44.1% 0-260
ATR 0-064 0-068 0-004 6.5% 0-000
Volume 1,111,094 1,532,340 421,246 37.9% 3,982,361
Daily Pivots for day following 25-May-2018
Classic Woodie Camarilla DeMark
R4 114-149 114-101 113-195
R3 114-027 113-298 113-161
R2 113-224 113-224 113-150
R1 113-176 113-176 113-139 113-200
PP 113-102 113-102 113-102 113-114
S1 113-053 113-053 113-116 113-077
S2 112-299 112-299 113-105
S3 112-177 112-251 113-094
S4 112-054 112-128 113-060
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 115-196 115-102 113-270
R3 114-256 114-162 113-199
R2 113-316 113-316 113-175
R1 113-222 113-222 113-151 113-269
PP 113-056 113-056 113-056 113-079
S1 112-282 112-282 113-104 113-009
S2 112-116 112-116 113-080
S3 111-176 112-022 113-056
S4 110-236 111-082 112-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-150 112-210 0-260 0.7% 0-080 0.2% 91% True False 796,472
10 113-150 112-147 1-003 0.9% 0-077 0.2% 93% True False 443,602
20 113-150 112-147 1-003 0.9% 0-062 0.2% 93% True False 234,624
40 114-173 112-147 2-025 1.8% 0-054 0.1% 45% False False 118,988
60 114-173 112-147 2-025 1.8% 0-037 0.1% 45% False False 79,325
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 0-015
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 115-031
2.618 114-151
1.618 114-028
1.000 113-273
0.618 113-226
HIGH 113-150
0.618 113-103
0.500 113-089
0.382 113-074
LOW 113-027
0.618 112-272
1.000 112-225
1.618 112-149
2.618 112-027
4.250 111-147
Fisher Pivots for day following 25-May-2018
Pivot 1 day 3 day
R1 113-115 113-097
PP 113-102 113-066
S1 113-089 113-035

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

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