ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
26-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 115-287 116-025 0-058 0.2% 116-075
High 115-287 116-025 0-058 0.2% 116-075
Low 115-287 116-025 0-058 0.2% 115-265
Close 115-287 116-025 0-058 0.2% 115-265
Range
ATR 0-033 0-035 0-002 5.2% 0-000
Volume
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-025 116-025 116-025
R3 116-025 116-025 116-025
R2 116-025 116-025 116-025
R1 116-025 116-025 116-025 116-025
PP 116-025 116-025 116-025 116-025
S1 116-025 116-025 116-025 116-025
S2 116-025 116-025 116-025
S3 116-025 116-025 116-025
S4 116-025 116-025 116-025
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-058 116-292 116-017
R3 116-248 116-162 115-301
R2 116-118 116-118 115-289
R1 116-032 116-032 115-277 116-010
PP 115-308 115-308 115-308 115-297
S1 115-222 115-222 115-253 115-200
S2 115-178 115-178 115-241
S3 115-048 115-092 115-229
S4 114-238 114-282 115-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-025 115-265 0-080 0.2% 0-000 0.0% 100% True False
10 116-160 115-265 0-215 0.6% 0-000 0.0% 37% False False
20 116-180 115-265 0-235 0.6% 0-000 0.0% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 116-025
2.618 116-025
1.618 116-025
1.000 116-025
0.618 116-025
HIGH 116-025
0.618 116-025
0.500 116-025
0.382 116-025
LOW 116-025
0.618 116-025
1.000 116-025
1.618 116-025
2.618 116-025
4.250 116-025
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 116-025 116-012
PP 116-025 115-318
S1 116-025 115-305

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

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