ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 113-065 113-030 -0-035 -0.1% 113-153
High 113-080 113-082 0-002 0.0% 113-202
Low 112-290 113-013 0-042 0.1% 113-035
Close 113-018 113-053 0-035 0.1% 113-120
Range 0-110 0-070 -0-040 -36.4% 0-167
ATR 0-099 0-097 -0-002 -2.1% 0-000
Volume 974,883 937,429 -37,454 -3.8% 4,446,922
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 113-259 113-226 113-091
R3 113-189 113-156 113-072
R2 113-119 113-119 113-065
R1 113-086 113-086 113-059 113-102
PP 113-049 113-049 113-049 113-058
S1 113-016 113-016 113-046 113-033
S2 112-299 112-299 113-040
S3 112-229 112-266 113-033
S4 112-159 112-196 113-014
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
5 113-187 112-290 0-217 0.6% 0-078 0.2% 38% False False 815,397
10 113-258 112-290 0-287 0.8% 0-095 0.3% 29% False False 883,071
20 114-153 112-147 2-005 1.8% 0-109 0.3% 35% False False 987,504
40 114-153 112-147 2-005 1.8% 0-081 0.2% 35% False False 507,710
60 114-173 112-147 2-025 1.8% 0-064 0.2% 34% False False 338,881
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 False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-060
2.618 113-266
1.618 113-196
1.000 113-152
0.618 113-126
HIGH 113-082
0.618 113-056
0.500 113-048
0.382 113-039
LOW 113-013
0.618 112-289
1.000 112-263
1.618 112-219
2.618 112-149
4.250 112-035
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 113-051 113-048
PP 113-049 113-043
S1 113-048 113-038

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

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