ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 114-285 114-270 -0-015 0.0% 115-110
High 114-318 115-007 0-010 0.0% 115-125
Low 114-285 114-270 -0-015 0.0% 114-258
Close 114-310 114-278 -0-033 -0.1% 114-282
Range 0-033 0-057 0-025 76.8% 0-187
ATR 0-050 0-051 0-001 1.0% 0-000
Volume 1,088 999 -89 -8.2% 9,483
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-144 115-108 114-309
R3 115-087 115-051 114-293
R2 115-029 115-029 114-288
R1 114-313 114-313 114-283 115-011
PP 114-292 114-292 114-292 114-301
S1 114-256 114-256 114-272 114-274
S2 114-234 114-234 114-267
S3 114-177 114-198 114-262
S4 114-119 114-141 114-246
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
5 115-015 114-238 0-098 0.3% 0-043 0.1% 41% False False 1,731
10 115-150 114-238 0-233 0.6% 0-049 0.1% 17% False False 1,777
20 116-033 114-238 1-115 1.2% 0-032 0.1% 9% False False 972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-252
2.618 115-158
1.618 115-100
1.000 115-065
0.618 115-043
HIGH 115-007
0.618 114-306
0.500 114-299
0.382 114-292
LOW 114-270
0.618 114-234
1.000 114-213
1.618 114-177
2.618 114-120
4.250 114-026
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 114-299 114-282
PP 114-292 114-281
S1 114-285 114-279

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

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