ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 18-Jan-2018
Day Change Summary
Previous Current
17-Jan-2018 18-Jan-2018 Change Change % Previous Week
Open 115-055 114-318 -0-058 -0.2% 115-190
High 115-100 115-015 -0-085 -0.2% 115-202
Low 115-007 114-302 -0-025 -0.1% 115-047
Close 115-025 115-000 -0-025 -0.1% 115-098
Range 0-093 0-033 -0-060 -64.9% 0-155
ATR 0-048 0-048 0-000 -0.9% 0-000
Volume 1,587 3,620 2,033 128.1% 5,846
Daily Pivots for day following 18-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-097 115-081 115-018
R3 115-064 115-048 115-009
R2 115-032 115-032 115-006
R1 115-016 115-016 115-003 115-024
PP 114-319 114-319 114-319 115-003
S1 114-303 114-303 114-317 114-311
S2 114-287 114-287 114-314
S3 114-254 114-271 114-311
S4 114-222 114-238 114-302
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
5 115-150 114-302 0-168 0.5% 0-055 0.1% 10% False True 2,168
10 115-227 114-302 0-245 0.7% 0-043 0.1% 7% False True 1,440
20 116-033 114-302 1-050 1.0% 0-023 0.1% 5% False True 720
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115-153
2.618 115-100
1.618 115-068
1.000 115-048
0.618 115-035
HIGH 115-015
0.618 115-003
0.500 114-319
0.382 114-315
LOW 114-302
0.618 114-282
1.000 114-270
1.618 114-250
2.618 114-217
4.250 114-164
Fisher Pivots for day following 18-Jan-2018
Pivot 1 day 3 day
R1 115-000 115-054
PP 114-319 115-036
S1 114-319 115-018

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

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