ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 114-135 113-267 -0-188 -0.5% 112-238
High 114-153 113-293 -0-180 -0.5% 113-150
Low 113-222 113-207 -0-015 0.0% 112-210
Close 113-280 113-285 0-005 0.0% 113-127
Range 0-250 0-085 -0-165 -66.0% 0-260
ATR 0-100 0-099 -0-001 -1.1% 0-000
Volume 1,790,623 1,612,932 -177,691 -9.9% 3,982,361
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 114-197 114-166 114-012
R3 114-112 114-081 113-308
R2 114-027 114-027 113-301
R1 113-316 113-316 113-293 114-011
PP 113-262 113-262 113-262 113-269
S1 113-231 113-231 113-277 113-246
S2 113-177 113-177 113-269
S3 113-092 113-146 113-262
S4 113-007 113-061 113-238
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
5 114-153 113-007 1-145 1.3% 0-180 0.5% 60% False False 1,877,222
10 114-153 112-147 2-005 1.8% 0-124 0.3% 71% False False 1,091,938
20 114-153 112-147 2-005 1.8% 0-091 0.2% 71% False False 570,946
40 114-153 112-147 2-005 1.8% 0-069 0.2% 71% False False 287,555
60 114-173 112-147 2-025 1.8% 0-048 0.1% 69% False False 191,703
Crabel Price Patterns
NR True
NR4 True
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-014
2.618 114-195
1.618 114-110
1.000 114-058
0.618 114-025
HIGH 113-293
0.618 113-260
0.500 113-250
0.382 113-240
LOW 113-207
0.618 113-155
1.000 113-122
1.618 113-070
2.618 112-305
4.250 112-166
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 113-273 113-284
PP 113-262 113-283
S1 113-250 113-281

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

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