ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 114-130 114-115 -0-015 0.0% 114-190
High 114-200 114-150 -0-050 -0.1% 114-233
Low 114-065 114-027 -0-038 -0.1% 113-318
Close 114-093 114-085 -0-008 0.0% 114-035
Range 0-135 0-123 -0-012 -9.2% 0-235
ATR 0-102 0-104 0-001 1.4% 0-000
Volume 34,435 56,821 22,386 65.0% 45,112
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 115-135 115-073 114-152
R3 115-013 114-270 114-119
R2 114-210 114-210 114-107
R1 114-148 114-148 114-096 114-118
PP 114-087 114-087 114-087 114-072
S1 114-025 114-025 114-074 113-315
S2 113-285 113-285 114-063
S3 113-162 113-222 114-051
S4 113-040 113-100 114-018
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 116-153 116-009 114-164
R3 115-238 115-094 114-100
R2 115-003 115-003 114-078
R1 114-179 114-179 114-057 114-134
PP 114-088 114-088 114-088 114-066
S1 113-264 113-264 114-013 113-219
S2 113-173 113-173 113-312
S3 112-258 113-029 113-290
S4 112-023 112-114 113-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-127 113-318 1-130 1.2% 0-191 0.5% 19% False False 33,487
10 115-127 113-318 1-130 1.2% 0-142 0.4% 19% False False 20,010
20 115-150 113-318 1-153 1.3% 0-098 0.3% 19% False False 10,876
40 116-160 113-318 2-162 2.2% 0-054 0.1% 11% False False 5,527
Crabel Price Patterns
NR True
NR4 True
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 0-037
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-031
2.618 115-151
1.618 115-028
1.000 114-273
0.618 114-226
HIGH 114-150
0.618 114-103
0.500 114-089
0.382 114-074
LOW 114-027
0.618 113-272
1.000 113-225
1.618 113-149
2.618 113-027
4.250 112-147
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 114-089 114-237
PP 114-087 114-187
S1 114-086 114-136

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

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