ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 116-018 116-040 0-022 0.1% 115-285
High 116-065 116-047 -0-018 0.0% 116-065
Low 116-013 115-287 -0-045 -0.1% 115-270
Close 116-053 115-313 -0-060 -0.2% 116-053
Range 0-052 0-080 0-028 52.4% 0-115
ATR 0-067 0-068 0-001 1.9% 0-000
Volume 462,466 632,157 169,691 36.7% 1,655,689
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-242 116-198 116-037
R3 116-162 116-118 116-015
R2 116-082 116-082 116-007
R1 116-038 116-038 116-000 116-020
PP 116-002 116-002 116-002 115-314
S1 115-278 115-278 115-305 115-260
S2 115-242 115-242 115-298
S3 115-162 115-198 115-291
S4 115-082 115-118 115-269
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-047 117-005 116-116
R3 116-252 116-210 116-084
R2 116-137 116-137 116-074
R1 116-095 116-095 116-063 116-116
PP 116-023 116-023 116-023 116-033
S1 115-300 115-300 116-042 116-001
S2 115-228 115-228 116-031
S3 115-113 115-185 116-021
S4 114-318 115-070 115-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-065 115-270 0-115 0.3% 0-057 0.2% 37% False False 457,569
10 116-118 115-270 0-167 0.5% 0-057 0.2% 25% False False 504,239
20 116-190 115-270 0-240 0.6% 0-067 0.2% 18% False False 640,022
40 117-042 115-270 1-092 1.1% 0-069 0.2% 10% False False 572,237
60 117-135 115-270 1-185 1.4% 0-064 0.2% 8% False False 382,772
80 118-190 115-270 2-240 2.4% 0-050 0.1% 5% False False 287,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117-067
2.618 116-257
1.618 116-177
1.000 116-127
0.618 116-097
HIGH 116-047
0.618 116-017
0.500 116-007
0.382 115-318
LOW 115-287
0.618 115-238
1.000 115-207
1.618 115-158
2.618 115-078
4.250 114-267
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 116-007 116-016
PP 116-002 116-008
S1 115-318 116-000

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

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