ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 114-238 114-158 -0-080 -0.2% 114-305
High 114-238 114-185 -0-053 -0.1% 114-315
Low 114-155 114-093 -0-062 -0.2% 114-093
Close 114-175 114-133 -0-042 -0.1% 114-133
Range 0-082 0-092 0-010 12.1% 0-222
ATR 0-075 0-077 0-001 1.6% 0-000
Volume 1,061,656 1,326,775 265,119 25.0% 5,634,999
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 115-094 115-046 114-183
R3 115-002 114-273 114-158
R2 114-229 114-229 114-149
R1 114-181 114-181 114-141 114-159
PP 114-137 114-137 114-137 114-126
S1 114-088 114-088 114-124 114-066
S2 114-044 114-044 114-116
S3 113-272 113-316 114-107
S4 113-179 113-223 114-082
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 116-207 116-073 114-255
R3 115-305 115-170 114-194
R2 115-083 115-083 114-173
R1 114-268 114-268 114-153 114-224
PP 114-180 114-180 114-180 114-158
S1 114-045 114-045 114-112 114-001
S2 113-278 113-278 114-092
S3 113-055 113-143 114-071
S4 112-153 112-240 114-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-315 114-093 0-222 0.6% 0-093 0.3% 18% False True 1,126,999
10 115-093 114-093 1-000 0.9% 0-083 0.2% 13% False True 988,404
20 116-002 114-093 1-230 1.5% 0-073 0.2% 7% False True 935,445
40 116-190 114-093 2-098 2.0% 0-070 0.2% 5% False True 779,153
60 117-033 114-093 2-260 2.5% 0-070 0.2% 4% False True 714,981
80 117-135 114-093 3-042 2.7% 0-067 0.2% 4% False True 537,294
100 118-033 114-093 3-260 3.3% 0-056 0.2% 3% False True 429,837
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-258
2.618 115-107
1.618 115-015
1.000 114-277
0.618 114-242
HIGH 114-185
0.618 114-150
0.500 114-139
0.382 114-128
LOW 114-093
0.618 114-035
1.000 114-000
1.618 113-263
2.618 113-170
4.250 113-019
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 114-139 114-198
PP 114-137 114-176
S1 114-135 114-154

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

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