ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 25-Jun-2018
Day Change Summary
Previous Current
22-Jun-2018 25-Jun-2018 Change Change % Previous Week
Open 113-133 113-127 -0-005 0.0% 113-080
High 113-142 113-185 0-042 0.1% 113-200
Low 113-095 113-127 0-032 0.1% 113-050
Close 113-125 113-173 0-048 0.1% 113-125
Range 0-047 0-058 0-010 21.1% 0-150
ATR 0-090 0-088 -0-002 -2.4% 0-000
Volume 486,038 879,868 393,830 81.0% 3,350,338
Daily Pivots for day following 25-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-014 113-311 113-204
R3 113-277 113-253 113-188
R2 113-219 113-219 113-183
R1 113-196 113-196 113-178 113-208
PP 113-162 113-162 113-162 113-167
S1 113-138 113-138 113-167 113-150
S2 113-104 113-104 113-162
S3 113-047 113-081 113-157
S4 112-309 113-023 113-141
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-255 114-180 113-207
R3 114-105 114-030 113-166
R2 113-275 113-275 113-152
R1 113-200 113-200 113-139 113-237
PP 113-125 113-125 113-125 113-144
S1 113-050 113-050 113-111 113-088
S2 112-295 112-295 113-097
S3 112-145 112-220 113-084
S4 111-315 112-070 113-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-200 113-050 0-150 0.4% 0-079 0.2% 82% False False 752,046
10 113-200 112-290 0-230 0.6% 0-075 0.2% 88% False False 764,754
20 114-153 112-290 1-182 1.4% 0-107 0.3% 40% False False 1,031,476
40 114-153 112-147 2-005 1.8% 0-084 0.2% 53% False False 633,050
60 114-173 112-147 2-025 1.8% 0-072 0.2% 52% False False 423,150
80 114-173 112-147 2-025 1.8% 0-054 0.1% 52% False False 317,363
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 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-109
2.618 114-016
1.618 113-278
1.000 113-242
0.618 113-221
HIGH 113-185
0.618 113-163
0.500 113-156
0.382 113-149
LOW 113-127
0.618 113-092
1.000 113-070
1.618 113-034
2.618 112-297
4.250 112-203
Fisher Pivots for day following 25-Jun-2018
Pivot 1 day 3 day
R1 113-167 113-154
PP 113-162 113-136
S1 113-156 113-118

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

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