ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 12-Jan-2018
Day Change Summary
Previous Current
11-Jan-2018 12-Jan-2018 Change Change % Previous Week
Open 115-115 115-105 -0-010 0.0% 115-190
High 115-150 115-105 -0-045 -0.1% 115-202
Low 115-115 115-047 -0-068 -0.2% 115-047
Close 115-150 115-098 -0-053 -0.1% 115-098
Range 0-035 0-058 0-022 64.3% 0-155
ATR 0-040 0-044 0-004 11.3% 0-000
Volume 1,171 2,495 1,324 113.1% 5,846
Daily Pivots for day following 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-256 115-234 115-129
R3 115-198 115-177 115-113
R2 115-141 115-141 115-108
R1 115-119 115-119 115-103 115-101
PP 115-083 115-083 115-083 115-074
S1 115-062 115-062 115-092 115-044
S2 115-026 115-026 115-087
S3 114-288 115-004 115-082
S4 114-231 114-267 115-066
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-261 116-174 115-183
R3 116-106 116-019 115-140
R2 115-271 115-271 115-126
R1 115-184 115-184 115-112 115-150
PP 115-116 115-116 115-116 115-099
S1 115-029 115-029 115-083 114-315
S2 114-281 114-281 115-069
S3 114-126 114-194 115-055
S4 113-291 114-039 115-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-202 115-047 0-155 0.4% 0-044 0.1% 32% False True 1,169
10 116-033 115-047 0-305 0.8% 0-028 0.1% 16% False True 723
20 116-125 115-047 1-078 1.1% 0-014 0.0% 13% False True 361
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 0-004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-029
2.618 115-256
1.618 115-198
1.000 115-162
0.618 115-141
HIGH 115-105
0.618 115-083
0.500 115-076
0.382 115-069
LOW 115-047
0.618 115-012
1.000 114-310
1.618 114-274
2.618 114-217
4.250 114-123
Fisher Pivots for day following 12-Jan-2018
Pivot 1 day 3 day
R1 115-090 115-099
PP 115-083 115-098
S1 115-076 115-098

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

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