ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 114-078 114-053 -0-025 -0.1% 114-220
High 114-098 114-120 0-022 0.1% 114-247
Low 113-315 114-045 0-050 0.1% 113-315
Close 114-070 114-098 0-027 0.1% 114-098
Range 0-102 0-075 -0-027 -26.8% 0-252
ATR 0-116 0-113 -0-003 -2.5% 0-000
Volume 1,049,075 780,694 -268,381 -25.6% 4,987,787
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-313 114-280 114-139
R3 114-238 114-205 114-118
R2 114-163 114-163 114-111
R1 114-130 114-130 114-104 114-146
PP 114-087 114-087 114-087 114-096
S1 114-055 114-055 114-091 114-071
S2 114-012 114-012 114-084
S3 113-257 113-300 114-077
S4 113-182 113-225 114-056
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 116-231 116-097 114-236
R3 115-298 115-164 114-167
R2 115-046 115-046 114-144
R1 114-232 114-232 114-121 114-172
PP 114-113 114-113 114-113 114-084
S1 113-299 113-299 114-074 113-240
S2 113-181 113-181 114-051
S3 112-248 113-047 114-028
S4 111-316 112-114 113-279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-247 113-315 0-252 0.7% 0-098 0.3% 41% False False 997,557
10 115-213 113-315 1-218 1.5% 0-153 0.4% 19% False False 1,375,997
20 115-213 113-315 1-218 1.5% 0-118 0.3% 19% False False 1,182,200
40 116-065 113-315 2-070 1.9% 0-089 0.2% 14% False False 939,827
60 116-282 113-315 2-287 2.5% 0-086 0.2% 11% False False 932,408
80 117-042 113-315 3-047 2.8% 0-080 0.2% 10% False False 709,195
100 117-185 113-315 3-190 3.1% 0-071 0.2% 9% False False 567,437
120 118-193 113-315 4-198 4.0% 0-059 0.2% 7% False False 472,864
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 0-039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-119
2.618 114-316
1.618 114-241
1.000 114-195
0.618 114-166
HIGH 114-120
0.618 114-091
0.500 114-082
0.382 114-074
LOW 114-045
0.618 113-319
1.000 113-290
1.618 113-244
2.618 113-169
4.250 113-046
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 114-093 114-121
PP 114-087 114-113
S1 114-082 114-105

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

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