ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 11-Jun-2018
Day Change Summary
Previous Current
08-Jun-2018 11-Jun-2018 Change Change % Previous Week
Open 113-138 113-107 -0-030 -0.1% 113-153
High 113-187 113-120 -0-067 -0.2% 113-202
Low 113-090 113-070 -0-020 -0.1% 113-035
Close 113-120 113-082 -0-038 -0.1% 113-120
Range 0-097 0-050 -0-047 -48.7% 0-167
ATR 0-105 0-101 -0-004 -3.7% 0-000
Volume 878,320 607,264 -271,056 -30.9% 4,446,922
Daily Pivots for day following 11-Jun-2018
Classic Woodie Camarilla DeMark
R4 113-241 113-212 113-110
R3 113-191 113-162 113-096
R2 113-141 113-141 113-092
R1 113-112 113-112 113-087 113-101
PP 113-091 113-091 113-091 113-086
S1 113-062 113-062 113-078 113-051
S2 113-041 113-041 113-073
S3 112-311 113-012 113-069
S4 112-261 112-282 113-055
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-302 114-218 113-212
R3 114-134 114-051 113-166
R2 113-287 113-287 113-151
R1 113-203 113-203 113-135 113-161
PP 113-119 113-119 113-119 113-098
S1 113-036 113-036 113-105 112-314
S2 112-272 112-272 113-089
S3 112-104 112-188 113-074
S4 111-257 112-021 113-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-202 113-035 0-167 0.5% 0-097 0.3% 28% False False 849,396
10 114-153 113-035 1-118 1.2% 0-140 0.4% 11% False False 1,298,198
20 114-153 112-147 2-005 1.8% 0-108 0.3% 40% False False 870,900
40 114-153 112-147 2-005 1.8% 0-078 0.2% 40% False False 443,469
60 114-173 112-147 2-025 1.8% 0-060 0.2% 38% False False 295,691
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 114-012
2.618 113-251
1.618 113-201
1.000 113-170
0.618 113-151
HIGH 113-120
0.618 113-101
0.500 113-095
0.382 113-089
LOW 113-070
0.618 113-039
1.000 113-020
1.618 112-309
2.618 112-259
4.250 112-178
Fisher Pivots for day following 11-Jun-2018
Pivot 1 day 3 day
R1 113-095 113-119
PP 113-091 113-107
S1 113-087 113-095

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

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