ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 115-193 115-190 -0-002 0.0% 115-293
High 115-193 115-202 0-010 0.0% 115-293
Low 115-190 115-182 -0-008 0.0% 115-190
Close 115-193 115-190 -0-002 0.0% 115-193
Range 0-002 0-020 0-018 701.3% 0-102
ATR 0-039 0-038 -0-001 -3.5% 0-000
Volume 1,382 234 -1,148 -83.1% 1,384
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-252 115-241 115-201
R3 115-232 115-221 115-196
R2 115-212 115-212 115-194
R1 115-201 115-201 115-192 115-200
PP 115-192 115-192 115-192 115-191
S1 115-181 115-181 115-188 115-180
S2 115-172 115-172 115-186
S3 115-152 115-161 115-185
S4 115-132 115-141 115-179
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-213 116-145 115-249
R3 116-110 116-043 115-221
R2 116-008 116-008 115-211
R1 115-260 115-260 115-202 115-243
PP 115-225 115-225 115-225 115-216
S1 115-158 115-158 115-183 115-140
S2 115-123 115-123 115-174
S3 115-020 115-055 115-164
S4 114-238 114-273 115-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-293 115-182 0-110 0.3% 0-016 0.0% 7% False True 323
10 116-033 115-182 0-170 0.5% 0-008 0.0% 4% False True 161
20 116-160 115-182 0-298 0.8% 0-004 0.0% 3% False True 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-287
2.618 115-255
1.618 115-235
1.000 115-222
0.618 115-215
HIGH 115-202
0.618 115-195
0.500 115-192
0.382 115-190
LOW 115-182
0.618 115-170
1.000 115-162
1.618 115-150
2.618 115-130
4.250 115-097
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 115-192 115-205
PP 115-192 115-200
S1 115-191 115-195

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

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