ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 114-120 113-290 -0-150 -0.4% 114-040
High 114-155 114-000 -0-155 -0.4% 115-127
Low 113-267 113-210 -0-057 -0.2% 114-025
Close 113-285 113-293 0-008 0.0% 114-175
Range 0-208 0-110 -0-098 -47.0% 1-102
ATR 0-113 0-113 0-000 -0.2% 0-000
Volume 60,572 52,804 -7,768 -12.8% 186,182
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-284 114-238 114-033
R3 114-174 114-128 114-003
R2 114-064 114-064 113-313
R1 114-018 114-018 113-303 114-041
PP 113-274 113-274 113-274 113-286
S1 113-228 113-228 113-282 113-251
S2 113-164 113-164 113-272
S3 113-054 113-118 113-262
S4 112-264 113-008 113-232
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
5 114-270 113-210 1-060 1.0% 0-124 0.3% 22% False True 40,386
10 115-127 113-210 1-237 1.5% 0-158 0.4% 15% False True 36,936
20 115-127 113-210 1-237 1.5% 0-115 0.3% 15% False True 20,431
40 116-033 113-210 2-142 2.1% 0-069 0.2% 11% False True 10,575
Crabel Price Patterns
NR True
NR4 False
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-147
2.618 114-288
1.618 114-178
1.000 114-110
0.618 114-068
HIGH 114-000
0.618 113-278
0.500 113-265
0.382 113-252
LOW 113-210
0.618 113-142
1.000 113-100
1.618 113-032
2.618 112-242
4.250 112-063
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 113-283 114-023
PP 113-274 114-006
S1 113-265 113-309

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

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