ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 113-155 113-165 0-010 0.0% 113-080
High 113-187 113-245 0-058 0.2% 113-200
Low 113-133 113-158 0-025 0.1% 113-050
Close 113-167 113-242 0-075 0.2% 113-125
Range 0-055 0-087 0-033 59.1% 0-150
ATR 0-085 0-086 0-000 0.2% 0-000
Volume 643,657 992,541 348,884 54.2% 3,350,338
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-157 114-127 113-291
R3 114-070 114-040 113-267
R2 113-302 113-302 113-259
R1 113-272 113-272 113-251 113-287
PP 113-215 113-215 113-215 113-222
S1 113-185 113-185 113-234 113-200
S2 113-128 113-128 113-226
S3 113-040 113-098 113-218
S4 112-273 113-010 113-194
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
5 113-245 113-050 0-195 0.5% 0-069 0.2% 99% True False 767,092
10 113-245 113-013 0-232 0.6% 0-072 0.2% 99% True False 762,976
20 113-293 112-290 1-002 0.9% 0-084 0.2% 84% False False 856,799
40 114-153 112-147 2-005 1.8% 0-086 0.2% 64% False False 673,740
60 114-153 112-147 2-005 1.8% 0-074 0.2% 64% False False 450,420
80 114-173 112-147 2-025 1.8% 0-056 0.2% 62% False False 337,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 114-297
2.618 114-154
1.618 114-067
1.000 114-012
0.618 113-299
HIGH 113-245
0.618 113-212
0.500 113-201
0.382 113-191
LOW 113-158
0.618 113-103
1.000 113-070
1.618 113-016
2.618 112-248
4.250 112-106
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 113-229 113-224
PP 113-215 113-205
S1 113-201 113-186

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

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