ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 114-002 113-298 -0-025 -0.1% 114-110
High 114-010 114-000 -0-010 0.0% 114-155
Low 113-222 113-230 0-008 0.0% 113-210
Close 113-293 113-253 -0-040 -0.1% 114-002
Range 0-108 0-090 -0-018 -16.3% 0-265
ATR 0-110 0-109 -0-001 -1.3% 0-000
Volume 274,938 851,166 576,228 209.6% 189,984
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-217 114-165 113-302
R3 114-127 114-075 113-277
R2 114-037 114-037 113-269
R1 113-305 113-305 113-261 113-286
PP 113-268 113-268 113-268 113-258
S1 113-215 113-215 113-244 113-196
S2 113-178 113-178 113-236
S3 113-088 113-125 113-228
S4 112-318 113-035 113-203
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% 0-119 0.3% 16% False False 252,222
10 114-270 113-210 1-060 1.0% 0-115 0.3% 11% False False 144,092
20 115-127 113-210 1-237 1.5% 0-123 0.3% 8% False False 77,616
40 116-033 113-210 2-142 2.1% 0-076 0.2% 5% False False 39,269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-062
2.618 114-236
1.618 114-146
1.000 114-090
0.618 114-056
HIGH 114-000
0.618 113-286
0.500 113-275
0.382 113-264
LOW 113-230
0.618 113-174
1.000 113-140
1.618 113-084
2.618 112-314
4.250 112-168
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 113-275 113-284
PP 113-268 113-273
S1 113-260 113-263

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

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