ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 115-140 115-122 -0-018 0.0% 115-293
High 115-193 115-138 -0-055 -0.1% 115-293
Low 115-125 115-098 -0-027 -0.1% 115-190
Close 115-140 115-127 -0-013 0.0% 115-193
Range 0-068 0-040 -0-028 -40.8% 0-102
ATR 0-040 0-040 0-000 0.5% 0-000
Volume 47 1,899 1,852 3,940.4% 1,384
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-241 115-224 115-149
R3 115-201 115-184 115-138
R2 115-161 115-161 115-135
R1 115-144 115-144 115-131 115-152
PP 115-121 115-121 115-121 115-125
S1 115-104 115-104 115-124 115-112
S2 115-081 115-081 115-120
S3 115-041 115-064 115-116
S4 115-001 115-024 115-105
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
5 115-227 115-098 0-130 0.4% 0-032 0.1% 23% False True 712
10 116-033 115-098 0-255 0.7% 0-019 0.1% 12% False True 356
20 116-160 115-098 1-062 1.0% 0-009 0.0% 8% False True 178
Crabel Price Patterns
NR True
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-308
2.618 115-242
1.618 115-202
1.000 115-178
0.618 115-162
HIGH 115-138
0.618 115-122
0.500 115-118
0.382 115-113
LOW 115-098
0.618 115-073
1.000 115-058
1.618 115-033
2.618 114-313
4.250 114-248
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 115-124 115-150
PP 115-121 115-142
S1 115-118 115-135

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

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