ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 114-265 114-285 0-020 0.1% 115-110
High 114-282 114-318 0-035 0.1% 115-125
Low 114-238 114-285 0-047 0.1% 114-258
Close 114-245 114-310 0-065 0.2% 114-282
Range 0-045 0-033 -0-012 -27.7% 0-187
ATR 0-049 0-050 0-002 3.5% 0-000
Volume 644 1,088 444 68.9% 9,483
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-082 115-068 115-008
R3 115-049 115-036 114-319
R2 115-017 115-017 114-316
R1 115-003 115-003 114-313 115-010
PP 114-304 114-304 114-304 114-308
S1 114-291 114-291 114-307 114-298
S2 114-272 114-272 114-304
S3 114-239 114-258 114-301
S4 114-207 114-226 114-292
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
5 115-100 114-238 0-182 0.5% 0-050 0.1% 40% False False 1,849
10 115-193 114-238 0-275 0.7% 0-051 0.1% 26% False False 1,682
20 116-033 114-238 1-115 1.2% 0-029 0.1% 17% False False 922
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 0-013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-136
2.618 115-083
1.618 115-050
1.000 115-030
0.618 115-018
HIGH 114-318
0.618 114-305
0.500 114-301
0.382 114-297
LOW 114-285
0.618 114-265
1.000 114-252
1.618 114-232
2.618 114-200
4.250 114-147
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 114-307 114-299
PP 114-304 114-288
S1 114-301 114-278

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

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