ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 113-267 113-258 -0-010 0.0% 113-130
High 113-293 113-258 -0-035 -0.1% 114-153
Low 113-207 113-120 -0-087 -0.2% 113-090
Close 113-285 113-167 -0-118 -0.3% 113-167
Range 0-085 0-138 0-052 61.7% 1-062
ATR 0-099 0-104 0-005 4.7% 0-000
Volume 1,612,932 1,185,121 -427,811 -26.5% 7,927,797
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-274 114-198 113-243
R3 114-137 114-061 113-205
R2 113-319 113-319 113-193
R1 113-243 113-243 113-180 113-212
PP 113-182 113-182 113-182 113-166
S1 113-106 113-106 113-155 113-075
S2 113-044 113-044 113-142
S3 112-227 112-288 113-130
S4 112-089 112-151 113-092
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 117-111 116-202 114-058
R3 116-048 115-139 113-273
R2 114-306 114-306 113-238
R1 114-077 114-077 113-203 114-191
PP 113-243 113-243 113-243 113-301
S1 113-014 113-014 113-132 113-129
S2 112-181 112-181 113-097
S3 111-118 111-272 113-062
S4 110-056 110-209 112-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-153 113-027 1-125 1.2% 0-191 0.5% 31% False False 1,892,027
10 114-153 112-167 1-305 1.7% 0-132 0.4% 51% False False 1,203,204
20 114-153 112-147 2-005 1.8% 0-096 0.3% 53% False False 629,776
40 114-153 112-147 2-005 1.8% 0-072 0.2% 53% False False 317,183
60 114-173 112-147 2-025 1.8% 0-051 0.1% 51% False False 211,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-202
2.618 114-297
1.618 114-160
1.000 114-075
0.618 114-022
HIGH 113-258
0.618 113-205
0.500 113-189
0.382 113-173
LOW 113-120
0.618 113-035
1.000 112-302
1.618 112-218
2.618 112-080
4.250 111-176
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 113-189 113-296
PP 113-182 113-253
S1 113-175 113-210

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

View Archives - Comment on this page... - Back to Index of Symbols