ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 115-195 115-193 -0-002 0.0% 115-247
High 115-222 115-202 -0-020 -0.1% 115-273
Low 115-180 115-118 -0-062 -0.2% 115-118
Close 115-218 115-170 -0-047 -0.1% 115-170
Range 0-042 0-085 0-042 100.0% 0-155
ATR 0-064 0-067 0-003 3.9% 0-000
Volume 885,080 992,091 107,011 12.1% 4,313,586
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-098 116-059 115-217
R3 116-013 115-294 115-193
R2 115-248 115-248 115-186
R1 115-209 115-209 115-178 115-186
PP 115-163 115-163 115-163 115-152
S1 115-124 115-124 115-162 115-101
S2 115-078 115-078 115-154
S3 114-313 115-039 115-147
S4 114-228 114-274 115-123
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 117-012 116-246 115-255
R3 116-177 116-091 115-213
R2 116-022 116-022 115-198
R1 115-256 115-256 115-184 115-221
PP 115-187 115-187 115-187 115-169
S1 115-101 115-101 115-156 115-066
S2 115-032 115-032 115-142
S3 114-197 114-266 115-127
S4 114-042 114-111 115-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-273 115-118 0-155 0.4% 0-060 0.2% 34% False True 862,717
10 116-065 115-118 0-267 0.7% 0-063 0.2% 20% False True 755,606
20 116-190 115-118 1-073 1.1% 0-062 0.2% 13% False True 649,108
40 116-305 115-118 1-187 1.4% 0-069 0.2% 10% False True 730,363
60 117-065 115-118 1-267 1.6% 0-067 0.2% 9% False True 490,367
80 117-200 115-118 2-082 2.0% 0-056 0.2% 7% False True 367,850
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 0-013
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 116-244
2.618 116-105
1.618 116-020
1.000 115-287
0.618 115-255
HIGH 115-202
0.618 115-170
0.500 115-160
0.382 115-150
LOW 115-118
0.618 115-065
1.000 115-033
1.618 114-300
2.618 114-215
4.250 114-076
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 115-167 115-170
PP 115-163 115-170
S1 115-160 115-170

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

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