ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 22-Jan-2018

Day Change Summary
	Previous	Current
	19-Jan-2018	22-Jan-2018	Change	Change %	Previous Week
Open	115-073	115-038	-0-035	-0.1%	115-167
High	115-087	115-055	-0-032	-0.1%	115-200
Low	115-020	115-000	-0-020	-0.1%	115-020
Close	115-047	115-013	-0-035	-0.1%	115-047
Range	0-067	0-055	-0-012	-18.5%	0-180
ATR	0-067	0-066	-0-001	-1.2%	0-000
Volume	882,989	791,637	-91,352	-10.3%	3,671,726

Daily Pivots for day following 22-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-188	115-155	115-043
R3	115-133	115-100	115-028
R2	115-078	115-078	115-023
R1	115-045	115-045	115-018	115-034
PP	115-023	115-023	115-023	115-017
S1	114-310	114-310	115-007	114-299
S2	114-287	114-287	115-002
S3	114-232	114-255	114-317
S4	114-177	114-200	114-302

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-309	116-198	115-146
R3	116-129	116-018	115-097
R2	115-269	115-269	115-080
R1	115-158	115-158	115-064	115-124
PP	115-089	115-089	115-089	115-072
S1	114-298	114-298	115-031	114-264
S2	114-229	114-229	115-014
S3	114-049	114-118	114-318
S4	113-189	113-258	114-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-200	115-000	0-200	0.5%	0-063	0.2%	6%	False	True	892,672
10	115-273	115-000	0-273	0.7%	0-061	0.2%	5%	False	True	877,694
20	116-065	115-000	1-065	1.0%	0-059	0.2%	3%	False	True	701,103
40	116-282	115-000	1-282	1.6%	0-069	0.2%	2%	False	True	810,916
60	117-042	115-000	2-042	1.9%	0-067	0.2%	2%	False	True	564,715
80	117-135	115-000	2-135	2.1%	0-060	0.2%	2%	False	True	423,642
100	118-193	115-000	3-193	3.1%	0-048	0.1%	1%	False	True	338,913

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-289
2.618	115-199
1.618	115-144
1.000	115-110
0.618	115-089
HIGH	115-055
0.618	115-034
0.500	115-028
0.382	115-021
LOW	115-000
0.618	114-286
1.000	114-265
1.618	114-231
2.618	114-176
4.250	114-086

Fisher Pivots for day following 22-Jan-2018
Pivot	1 day	3 day
R1	115-028	115-048
PP	115-023	115-036
S1	115-018	115-024

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols