ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 113-290 113-273 -0-018 0.0% 114-110
High 114-000 114-025 0-025 0.1% 114-155
Low 113-210 113-267 0-057 0.2% 113-210
Close 113-293 114-002 0-030 0.1% 114-002
Range 0-110 0-078 -0-032 -29.5% 0-265
ATR 0-113 0-111 -0-003 -2.2% 0-000
Volume 52,804 21,634 -31,170 -59.0% 189,984
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-224 114-191 114-045
R3 114-147 114-113 114-024
R2 114-069 114-069 114-017
R1 114-036 114-036 114-010 114-052
PP 113-312 113-312 113-312 114-000
S1 113-278 113-278 113-315 113-295
S2 113-234 113-234 113-308
S3 113-157 113-201 113-301
S4 113-079 113-123 113-280
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 116-171 116-032 114-148
R3 115-226 115-087 114-075
R2 114-281 114-281 114-051
R1 114-142 114-142 114-027 114-079
PP 114-016 114-016 114-016 113-304
S1 113-197 113-197 113-298 113-134
S2 113-071 113-071 113-274
S3 112-126 112-252 113-250
S4 111-181 111-307 113-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-155 113-210 0-265 0.7% 0-103 0.3% 42% False False 37,996
10 115-127 113-210 1-237 1.5% 0-156 0.4% 20% False False 37,616
20 115-127 113-210 1-237 1.5% 0-117 0.3% 20% False False 21,397
40 116-033 113-210 2-142 2.1% 0-071 0.2% 14% False False 11,116
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 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-034
2.618 114-228
1.618 114-150
1.000 114-102
0.618 114-073
HIGH 114-025
0.618 113-315
0.500 113-306
0.382 113-297
LOW 113-267
0.618 113-220
1.000 113-190
1.618 113-142
2.618 113-065
4.250 112-258
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 113-317 114-023
PP 113-312 114-016
S1 113-306 114-009

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

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