ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 29-Jun-2018
Day Change Summary
Previous Current
28-Jun-2018 29-Jun-2018 Change Change % Previous Week
Open 114-000 113-300 -0-020 -0.1% 113-265
High 114-018 113-310 -0-027 -0.1% 114-018
Low 113-293 113-285 -0-008 0.0% 113-225
Close 113-298 113-302 0-005 0.0% 113-302
Range 0-045 0-025 -0-020 -44.4% 0-113
ATR 0-078 0-075 -0-004 -4.9% 0-000
Volume 10,587 169 -10,418 -98.4% 14,594
Daily Pivots for day following 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-054 114-043 113-316
R3 114-029 114-018 113-309
R2 114-004 114-004 113-307
R1 113-313 113-313 113-305 113-319
PP 113-299 113-299 113-299 113-302
S1 113-288 113-288 113-300 113-294
S2 113-274 113-274 113-298
S3 113-249 113-263 113-296
S4 113-224 113-238 113-289
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 114-306 114-257 114-044
R3 114-193 114-144 114-013
R2 114-081 114-081 114-003
R1 114-032 114-032 113-313 114-056
PP 113-288 113-288 113-288 113-301
S1 113-239 113-239 113-292 113-264
S2 113-176 113-176 113-282
S3 113-063 113-127 113-272
S4 112-271 113-014 113-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-018 113-225 0-113 0.3% 0-049 0.1% 69% False False 2,918
10 114-018 113-145 0-193 0.5% 0-057 0.2% 82% False False 3,640
20 114-018 113-060 0-278 0.8% 0-068 0.2% 87% False False 9,729
40 114-222 112-250 1-292 1.7% 0-081 0.2% 61% False False 576,215
60 114-222 112-250 1-292 1.7% 0-075 0.2% 61% False False 642,410
80 114-222 112-250 1-292 1.7% 0-078 0.2% 61% False False 700,056
100 114-270 112-250 2-020 1.8% 0-084 0.2% 56% False False 695,860
120 115-193 112-250 2-262 2.5% 0-085 0.2% 41% False False 580,952
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 114-096
2.618 114-056
1.618 114-031
1.000 114-015
0.618 114-005
HIGH 113-310
0.618 113-300
0.500 113-298
0.382 113-295
LOW 113-285
0.618 113-270
1.000 113-260
1.618 113-245
2.618 113-219
4.250 113-179
Fisher Pivots for day following 29-Jun-2018
Pivot 1 day 3 day
R1 113-301 113-300
PP 113-299 113-298
S1 113-298 113-295

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

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