ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 09-Jan-2018
Day Change Summary
Previous Current
08-Jan-2018 09-Jan-2018 Change Change % Previous Week
Open 115-190 115-140 -0-050 -0.1% 115-293
High 115-202 115-193 -0-010 0.0% 115-293
Low 115-182 115-125 -0-058 -0.2% 115-190
Close 115-190 115-140 -0-050 -0.1% 115-193
Range 0-020 0-068 0-048 237.6% 0-102
ATR 0-038 0-040 0-002 5.6% 0-000
Volume 234 47 -187 -79.9% 1,384
Daily Pivots for day following 09-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-035 115-315 115-177
R3 115-288 115-248 115-159
R2 115-220 115-220 115-152
R1 115-180 115-180 115-146 115-174
PP 115-153 115-153 115-153 115-149
S1 115-112 115-112 115-134 115-106
S2 115-085 115-085 115-128
S3 115-017 115-045 115-121
S4 114-270 114-297 115-103
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-213 116-145 115-249
R3 116-110 116-043 115-221
R2 116-008 116-008 115-211
R1 115-260 115-260 115-202 115-243
PP 115-225 115-225 115-225 115-216
S1 115-158 115-158 115-183 115-140
S2 115-123 115-123 115-174
S3 115-020 115-055 115-164
S4 114-238 114-273 115-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-265 115-125 0-140 0.4% 0-025 0.1% 11% False True 333
10 116-033 115-125 0-228 0.6% 0-015 0.0% 7% False True 166
20 116-160 115-125 1-035 1.0% 0-007 0.0% 4% False True 83
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 0-002
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 116-159
2.618 116-049
1.618 115-302
1.000 115-260
0.618 115-234
HIGH 115-193
0.618 115-167
0.500 115-159
0.382 115-151
LOW 115-125
0.618 115-083
1.000 115-057
1.618 115-016
2.618 114-268
4.250 114-158
Fisher Pivots for day following 09-Jan-2018
Pivot 1 day 3 day
R1 115-159 115-164
PP 115-153 115-156
S1 115-146 115-148

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

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