ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 115-122 115-115 -0-007 0.0% 115-293
High 115-138 115-150 0-013 0.0% 115-293
Low 115-098 115-115 0-018 0.0% 115-190
Close 115-127 115-150 0-023 0.1% 115-193
Range 0-040 0-035 -0-005 -12.5% 0-102
ATR 0-040 0-040 0-000 -0.9% 0-000
Volume 1,899 1,171 -728 -38.3% 1,384
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-243 115-232 115-169
R3 115-208 115-197 115-160
R2 115-173 115-173 115-156
R1 115-162 115-162 115-153 115-168
PP 115-138 115-138 115-138 115-141
S1 115-127 115-127 115-147 115-133
S2 115-103 115-103 115-144
S3 115-068 115-092 115-140
S4 115-033 115-057 115-131
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
5 115-202 115-098 0-105 0.3% 0-033 0.1% 50% False False 946
10 116-033 115-098 0-255 0.7% 0-022 0.1% 21% False False 473
20 116-160 115-098 1-062 1.0% 0-011 0.0% 14% False False 236
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 3 trading days
Fibonacci Retracements and Extensions
4.250 115-299
2.618 115-242
1.618 115-207
1.000 115-185
0.618 115-172
HIGH 115-150
0.618 115-137
0.500 115-133
0.382 115-128
LOW 115-115
0.618 115-093
1.000 115-080
1.618 115-058
2.618 115-023
4.250 114-286
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 115-144 115-148
PP 115-138 115-147
S1 115-133 115-145

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

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