ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 114-053 114-093 0-040 0.1% 114-220
High 114-120 114-102 -0-018 0.0% 114-247
Low 114-045 114-002 -0-042 -0.1% 113-315
Close 114-098 114-067 -0-030 -0.1% 114-098
Range 0-075 0-100 0-025 33.3% 0-252
ATR 0-113 0-112 -0-001 -0.8% 0-000
Volume 780,694 1,262,329 481,635 61.7% 4,987,787
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 115-037 114-312 114-122
R3 114-257 114-212 114-095
R2 114-157 114-157 114-086
R1 114-112 114-112 114-077 114-085
PP 114-057 114-057 114-057 114-044
S1 114-012 114-012 114-058 113-305
S2 113-277 113-277 114-049
S3 113-177 113-232 114-040
S4 113-077 113-132 114-012
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% 0-105 0.3% 29% False False 1,057,927
10 115-213 113-315 1-218 1.5% 0-135 0.4% 13% False False 1,311,094
20 115-213 113-315 1-218 1.5% 0-120 0.3% 13% False False 1,205,735
40 116-065 113-315 2-070 1.9% 0-089 0.2% 10% False False 953,419
60 116-282 113-315 2-287 2.5% 0-086 0.2% 8% False False 942,522
80 117-042 113-315 3-047 2.8% 0-080 0.2% 7% False False 724,970
100 117-135 113-315 3-140 3.0% 0-072 0.2% 7% False False 580,060
120 118-193 113-315 4-198 4.0% 0-060 0.2% 5% False False 483,384
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-207
2.618 115-044
1.618 114-264
1.000 114-202
0.618 114-164
HIGH 114-102
0.618 114-064
0.500 114-052
0.382 114-041
LOW 114-002
0.618 113-261
1.000 113-222
1.618 113-161
2.618 113-061
4.250 112-217
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 114-062 114-064
PP 114-057 114-061
S1 114-052 114-058

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

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