ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 114-270 114-245 -0-025 -0.1% 115-110
High 115-007 114-315 -0-012 0.0% 115-125
Low 114-270 114-230 -0-040 -0.1% 114-258
Close 114-278 114-305 0-027 0.1% 114-282
Range 0-057 0-085 0-028 47.9% 0-187
ATR 0-051 0-053 0-002 4.8% 0-000
Volume 999 1,549 550 55.1% 9,483
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-218 115-187 115-032
R3 115-133 115-102 115-008
R2 115-048 115-048 115-001
R1 115-017 115-017 114-313 115-032
PP 114-283 114-283 114-283 114-291
S1 114-252 114-252 114-297 114-268
S2 114-198 114-198 114-289
S3 114-113 114-167 114-282
S4 114-028 114-082 114-258
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
5 115-007 114-230 0-097 0.3% 0-053 0.1% 77% False True 1,317
10 115-150 114-230 0-240 0.7% 0-054 0.1% 31% False True 1,742
20 116-033 114-230 1-122 1.2% 0-036 0.1% 17% False True 1,049
40 116-210 114-230 1-300 1.7% 0-018 0.0% 12% False True 524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116-036
2.618 115-218
1.618 115-133
1.000 115-080
0.618 115-048
HIGH 114-315
0.618 114-283
0.500 114-273
0.382 114-262
LOW 114-230
0.618 114-177
1.000 114-145
1.618 114-092
2.618 114-008
4.250 113-189
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 114-294 114-296
PP 114-283 114-287
S1 114-273 114-279

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

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