ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 114-298 114-265 -0-033 -0.1% 115-110
High 114-305 114-282 -0-022 -0.1% 115-125
Low 114-258 114-238 -0-020 -0.1% 114-258
Close 114-282 114-245 -0-038 -0.1% 114-282
Range 0-047 0-045 -0-002 -5.3% 0-187
ATR 0-049 0-049 0-000 -0.6% 0-000
Volume 2,308 644 -1,664 -72.1% 9,483
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-070 115-042 114-270
R3 115-025 114-317 114-257
R2 114-300 114-300 114-253
R1 114-272 114-272 114-249 114-264
PP 114-255 114-255 114-255 114-251
S1 114-227 114-227 114-241 114-219
S2 114-210 114-210 114-237
S3 114-165 114-183 114-233
S4 114-120 114-138 114-220
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-251 116-134 115-066
R3 116-063 115-267 115-014
R2 115-196 115-196 114-317
R1 115-079 115-079 114-300 115-044
PP 115-008 115-008 115-008 114-311
S1 114-212 114-212 114-265 114-176
S2 114-141 114-141 114-248
S3 113-273 114-024 114-231
S4 113-086 113-157 114-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-125 114-238 0-207 0.6% 0-054 0.1% 4% False True 2,025
10 115-202 114-238 0-285 0.8% 0-049 0.1% 3% False True 1,597
20 116-033 114-238 1-115 1.2% 0-028 0.1% 2% False True 867
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-154
2.618 115-080
1.618 115-035
1.000 115-007
0.618 114-310
HIGH 114-282
0.618 114-265
0.500 114-260
0.382 114-255
LOW 114-238
0.618 114-210
1.000 114-193
1.618 114-165
2.618 114-120
4.250 114-046
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 114-260 114-286
PP 114-255 114-273
S1 114-250 114-259

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

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