ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 114-305 114-282 -0-022 -0.1% 115-038
High 114-315 114-310 -0-005 0.0% 115-093
Low 114-218 114-233 0-015 0.0% 114-290
Close 114-280 114-267 -0-013 0.0% 114-310
Range 0-098 0-078 -0-020 -20.5% 0-122
ATR 0-071 0-072 0-000 0.6% 0-000
Volume 918,383 879,250 -39,133 -4.3% 4,249,042
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-183 115-143 114-310
R3 115-105 115-065 114-289
R2 115-028 115-028 114-282
R1 114-307 114-307 114-275 114-289
PP 114-270 114-270 114-270 114-261
S1 114-230 114-230 114-260 114-211
S2 114-193 114-193 114-253
S3 114-115 114-152 114-246
S4 114-037 114-075 114-225
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% 0-083 0.2% 26% False False 906,421
10 115-175 114-218 0-278 0.8% 0-073 0.2% 18% False False 880,850
20 116-047 114-218 1-150 1.3% 0-069 0.2% 11% False False 840,600
40 116-227 114-218 2-010 1.8% 0-070 0.2% 8% False False 770,912
60 117-042 114-218 2-145 2.1% 0-068 0.2% 6% False False 651,219
80 117-135 114-218 2-238 2.4% 0-065 0.2% 6% False False 489,330
100 118-193 114-218 3-295 3.4% 0-053 0.1% 4% False False 391,464
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-319
2.618 115-193
1.618 115-115
1.000 115-068
0.618 115-038
HIGH 114-310
0.618 114-280
0.500 114-271
0.382 114-262
LOW 114-233
0.618 114-185
1.000 114-155
1.618 114-107
2.618 114-030
4.250 113-223
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 114-271 114-301
PP 114-270 114-290
S1 114-269 114-279

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

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