ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 115-062 114-305 -0-078 -0.2% 115-038
High 115-065 114-315 -0-070 -0.2% 115-093
Low 114-290 114-218 -0-073 -0.2% 114-290
Close 114-310 114-280 -0-030 -0.1% 114-310
Range 0-095 0-098 0-003 2.7% 0-122
ATR 0-069 0-071 0-002 2.9% 0-000
Volume 857,911 918,383 60,472 7.0% 4,249,042
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-243 115-199 115-014
R3 115-146 115-102 114-307
R2 115-048 115-048 114-298
R1 115-004 115-004 114-289 114-298
PP 114-271 114-271 114-271 114-258
S1 114-227 114-227 114-271 114-200
S2 114-173 114-173 114-262
S3 114-076 114-129 114-253
S4 113-298 114-032 114-226
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-065 115-310 115-057
R3 115-263 115-188 115-024
R2 115-140 115-140 115-012
R1 115-065 115-065 115-001 115-041
PP 115-018 115-018 115-018 115-006
S1 114-263 114-263 114-299 114-239
S2 114-215 114-215 114-288
S3 114-093 114-140 114-276
S4 113-290 114-018 114-243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-093 114-218 0-195 0.5% 0-081 0.2% 32% False True 875,157
10 115-200 114-218 0-302 0.8% 0-072 0.2% 21% False True 883,915
20 116-065 114-218 1-167 1.3% 0-067 0.2% 13% False True 819,760
40 116-227 114-218 2-010 1.8% 0-070 0.2% 10% False True 783,954
60 117-042 114-218 2-145 2.1% 0-068 0.2% 8% False True 636,764
80 117-135 114-218 2-238 2.4% 0-065 0.2% 7% False True 478,339
100 118-193 114-218 3-295 3.4% 0-052 0.1% 5% False True 382,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 116-089
2.618 115-250
1.618 115-153
1.000 115-093
0.618 115-055
HIGH 114-315
0.618 114-278
0.500 114-266
0.382 114-255
LOW 114-218
0.618 114-157
1.000 114-120
1.618 114-060
2.618 113-282
4.250 113-123
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 114-275 114-306
PP 114-271 114-298
S1 114-266 114-289

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

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