ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 113-130 114-135 1-005 0.9% 112-238
High 114-127 114-153 0-025 0.1% 113-150
Low 113-090 113-222 0-132 0.4% 112-210
Close 114-115 113-280 -0-155 -0.4% 113-127
Range 1-037 0-250 -0-107 -30.1% 0-260
ATR 0-089 0-100 0-012 13.0% 0-000
Volume 3,339,121 1,790,623 -1,548,498 -46.4% 3,982,361
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 116-115 115-288 114-098
R3 115-185 115-038 114-029
R2 114-255 114-255 114-006
R1 114-108 114-108 113-303 114-056
PP 114-005 114-005 114-005 113-299
S1 113-177 113-177 113-257 113-126
S2 113-075 113-075 113-234
S3 112-145 112-247 113-211
S4 111-215 111-317 113-142
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
5 114-153 112-240 1-233 1.5% 0-186 0.5% 65% True False 1,731,444
10 114-153 112-147 2-005 1.8% 0-121 0.3% 70% True False 936,457
20 114-153 112-147 2-005 1.8% 0-089 0.2% 70% True False 490,681
40 114-153 112-147 2-005 1.8% 0-068 0.2% 70% True False 247,231
60 114-173 112-147 2-025 1.8% 0-047 0.1% 68% False False 164,821
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 True
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-255
2.618 116-167
1.618 115-237
1.000 115-083
0.618 114-307
HIGH 114-153
0.618 114-057
0.500 114-028
0.382 113-318
LOW 113-222
0.618 113-068
1.000 112-292
1.618 112-138
2.618 111-208
4.250 110-120
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 114-028 113-270
PP 114-005 113-260
S1 113-303 113-250

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

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