ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 114-190 114-202 0-012 0.0% 114-265
High 114-233 114-222 -0-010 0.0% 115-007
Low 114-135 114-145 0-010 0.0% 114-207
Close 114-195 114-182 -0-013 0.0% 114-227
Range 0-098 0-078 -0-020 -20.5% 0-120
ATR 0-059 0-061 0-001 2.2% 0-000
Volume 3,363 4,199 836 24.9% 6,670
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-096 115-057 114-225
R3 115-018 114-299 114-204
R2 114-261 114-261 114-197
R1 114-222 114-222 114-190 114-202
PP 114-183 114-183 114-183 114-174
S1 114-144 114-144 114-175 114-125
S2 114-106 114-106 114-168
S3 114-028 114-067 114-161
S4 113-271 113-309 114-140
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-294 115-221 114-293
R3 115-174 115-101 114-260
R2 115-054 115-054 114-249
R1 114-301 114-301 114-238 114-277
PP 114-254 114-254 114-254 114-242
S1 114-181 114-181 114-216 114-157
S2 114-134 114-134 114-205
S3 114-014 114-061 114-194
S4 113-214 113-261 114-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-007 114-135 0-192 0.5% 0-082 0.2% 25% False False 2,500
10 115-100 114-135 0-285 0.8% 0-066 0.2% 17% False False 2,174
20 115-293 114-135 1-158 1.3% 0-050 0.1% 10% False False 1,547
40 116-160 114-135 2-025 1.8% 0-025 0.1% 7% False False 773
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-232
2.618 115-105
1.618 115-028
1.000 114-300
0.618 114-270
HIGH 114-222
0.618 114-193
0.500 114-184
0.382 114-175
LOW 114-145
0.618 114-097
1.000 114-067
1.618 114-020
2.618 113-262
4.250 113-136
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 114-184 114-218
PP 114-183 114-206
S1 114-183 114-194

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

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