ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 113-273 114-002 0-050 0.1% 114-110
High 114-025 114-010 -0-015 0.0% 114-155
Low 113-267 113-222 -0-045 -0.1% 113-210
Close 114-002 113-293 -0-030 -0.1% 114-002
Range 0-078 0-108 0-030 38.7% 0-265
ATR 0-111 0-110 0-000 -0.2% 0-000
Volume 21,634 274,938 253,304 1,170.9% 189,984
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-284 114-236 114-032
R3 114-177 114-128 114-002
R2 114-069 114-069 113-312
R1 114-021 114-021 113-302 113-311
PP 113-282 113-282 113-282 113-267
S1 113-233 113-233 113-283 113-204
S2 113-174 113-174 113-273
S3 113-067 113-126 113-263
S4 112-279 113-018 113-233
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% 0-111 0.3% 31% False False 87,285
10 115-127 113-210 1-237 1.5% 0-139 0.4% 15% False False 62,134
20 115-127 113-210 1-237 1.5% 0-120 0.3% 15% False False 35,112
40 116-033 113-210 2-142 2.1% 0-074 0.2% 11% False False 17,989
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-147
2.618 114-292
1.618 114-184
1.000 114-118
0.618 114-076
HIGH 114-010
0.618 113-289
0.500 113-276
0.382 113-264
LOW 113-222
0.618 113-156
1.000 113-115
1.618 113-049
2.618 112-261
4.250 112-086
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 113-287 113-288
PP 113-282 113-283
S1 113-276 113-278

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

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