ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 114-202 114-190 -0-012 0.0% 114-265
High 114-222 114-215 -0-007 0.0% 115-007
Low 114-145 114-105 -0-040 -0.1% 114-207
Close 114-182 114-142 -0-040 -0.1% 114-227
Range 0-078 0-110 0-033 41.9% 0-120
ATR 0-061 0-064 0-004 5.8% 0-000
Volume 4,199 10,526 6,327 150.7% 6,670
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-164 115-103 114-203
R3 115-054 114-313 114-173
R2 114-264 114-264 114-163
R1 114-203 114-203 114-153 114-179
PP 114-154 114-154 114-154 114-142
S1 114-093 114-093 114-132 114-069
S2 114-044 114-044 114-122
S3 113-254 113-303 114-112
S4 113-144 113-193 114-082
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
5 114-315 114-105 0-210 0.6% 0-093 0.3% 18% False True 4,405
10 115-015 114-105 0-230 0.6% 0-068 0.2% 16% False True 3,068
20 115-265 114-105 1-160 1.3% 0-054 0.1% 8% False True 2,073
40 116-160 114-105 2-055 1.9% 0-028 0.1% 5% False True 1,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 116-043
2.618 115-183
1.618 115-073
1.000 115-005
0.618 114-283
HIGH 114-215
0.618 114-173
0.500 114-160
0.382 114-147
LOW 114-105
0.618 114-037
1.000 113-315
1.618 113-247
2.618 113-137
4.250 112-277
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 114-160 114-169
PP 114-154 114-160
S1 114-148 114-151

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

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