ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 113-127 113-155 0-028 0.1% 113-080
High 113-185 113-187 0-002 0.0% 113-200
Low 113-127 113-133 0-005 0.0% 113-050
Close 113-173 113-167 -0-005 0.0% 113-125
Range 0-058 0-055 -0-003 -4.4% 0-150
ATR 0-088 0-085 -0-002 -2.7% 0-000
Volume 879,868 643,657 -236,211 -26.8% 3,350,338
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-007 113-302 113-198
R3 113-272 113-247 113-183
R2 113-217 113-217 113-178
R1 113-192 113-192 113-173 113-205
PP 113-162 113-162 113-162 113-169
S1 113-138 113-138 113-162 113-150
S2 113-108 113-108 113-157
S3 113-053 113-083 113-152
S4 112-318 113-028 113-137
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
5 113-187 113-050 0-137 0.4% 0-068 0.2% 85% True False 712,709
10 113-200 112-290 0-230 0.6% 0-074 0.2% 86% False False 761,210
20 114-153 112-290 1-182 1.4% 0-092 0.3% 39% False False 896,703
40 114-153 112-147 2-005 1.8% 0-085 0.2% 53% False False 649,079
60 114-153 112-147 2-005 1.8% 0-072 0.2% 53% False False 433,878
80 114-173 112-147 2-025 1.8% 0-055 0.2% 51% False False 325,408
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-101
2.618 114-011
1.618 113-276
1.000 113-242
0.618 113-221
HIGH 113-187
0.618 113-166
0.500 113-160
0.382 113-154
LOW 113-133
0.618 113-099
1.000 113-078
1.618 113-044
2.618 112-309
4.250 112-219
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 113-165 113-159
PP 113-162 113-150
S1 113-160 113-141

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

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