ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 16-Jan-2018
Day Change Summary
Previous Current
12-Jan-2018 16-Jan-2018 Change Change % Previous Week
Open 115-105 115-110 0-005 0.0% 115-190
High 115-105 115-125 0-020 0.1% 115-202
Low 115-047 115-070 0-023 0.1% 115-047
Close 115-098 115-090 -0-007 0.0% 115-098
Range 0-058 0-055 -0-003 -4.4% 0-155
ATR 0-044 0-045 0-001 1.7% 0-000
Volume 2,495 1,968 -527 -21.1% 5,846
Daily Pivots for day following 16-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-260 115-230 115-120
R3 115-205 115-175 115-105
R2 115-150 115-150 115-100
R1 115-120 115-120 115-095 115-108
PP 115-095 115-095 115-095 115-089
S1 115-065 115-065 115-085 115-053
S2 115-040 115-040 115-080
S3 114-305 115-010 115-075
S4 114-250 114-275 115-060
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-261 116-174 115-183
R3 116-106 116-019 115-140
R2 115-271 115-271 115-126
R1 115-184 115-184 115-112 115-150
PP 115-116 115-116 115-116 115-099
S1 115-029 115-029 115-083 114-315
S2 114-281 114-281 115-069
S3 114-126 114-194 115-055
S4 113-291 114-039 115-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-193 115-047 0-145 0.4% 0-051 0.1% 29% False False 1,516
10 115-293 115-047 0-245 0.7% 0-034 0.1% 17% False False 919
20 116-082 115-047 1-035 1.0% 0-017 0.0% 12% False False 459
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 True
Stretch 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-039
2.618 115-269
1.618 115-214
1.000 115-180
0.618 115-159
HIGH 115-125
0.618 115-104
0.500 115-098
0.382 115-091
LOW 115-070
0.618 115-036
1.000 115-015
1.618 114-301
2.618 114-246
4.250 114-156
Fisher Pivots for day following 16-Jan-2018
Pivot 1 day 3 day
R1 115-098 115-099
PP 115-095 115-096
S1 115-093 115-093

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

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