ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 09-Feb-2018
Day Change Summary
Previous Current
08-Feb-2018 09-Feb-2018 Change Change % Previous Week
Open 114-115 114-130 0-015 0.0% 114-040
High 114-150 114-270 0-120 0.3% 115-127
Low 114-027 114-087 0-060 0.2% 114-025
Close 114-085 114-175 0-090 0.2% 114-175
Range 0-123 0-183 0-060 49.0% 1-102
ATR 0-104 0-110 0-006 5.6% 0-000
Volume 56,821 33,581 -23,240 -40.9% 186,182
Daily Pivots for day following 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 116-085 115-313 114-275
R3 115-223 115-130 114-225
R2 115-040 115-040 114-208
R1 114-268 114-268 114-192 114-314
PP 114-178 114-178 114-178 114-201
S1 114-085 114-085 114-158 114-131
S2 113-315 113-315 114-142
S3 113-132 113-222 114-125
S4 112-270 113-040 114-075
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 118-203 117-292 115-087
R3 117-101 116-189 114-291
R2 115-318 115-318 114-252
R1 115-087 115-087 114-214 115-202
PP 114-216 114-216 114-216 114-274
S1 113-304 113-304 114-136 114-100
S2 113-113 113-113 114-098
S3 112-011 112-202 114-059
S4 110-228 111-099 113-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-127 114-025 1-102 1.2% 0-209 0.6% 36% False False 37,236
10 115-127 113-318 1-130 1.2% 0-151 0.4% 39% False False 23,129
20 115-127 113-318 1-130 1.2% 0-105 0.3% 39% False False 12,497
40 116-160 113-318 2-162 2.2% 0-058 0.2% 22% False False 6,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-086
2.618 116-108
1.618 115-245
1.000 115-133
0.618 115-063
HIGH 114-270
0.618 114-200
0.500 114-179
0.382 114-157
LOW 114-087
0.618 113-295
1.000 113-225
1.618 113-112
2.618 112-250
4.250 111-272
Fisher Pivots for day following 09-Feb-2018
Pivot 1 day 3 day
R1 114-179 114-166
PP 114-178 114-158
S1 114-176 114-149

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

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