ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 115-110 115-055 -0-055 -0.1% 115-190
High 115-125 115-100 -0-025 -0.1% 115-202
Low 115-070 115-007 -0-063 -0.2% 115-047
Close 115-090 115-025 -0-065 -0.2% 115-098
Range 0-055 0-093 0-038 68.3% 0-155
ATR 0-045 0-048 0-003 7.6% 0-000
Volume 1,968 1,587 -381 -19.4% 5,846
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 116-002 115-266 115-076
R3 115-229 115-173 115-050
R2 115-137 115-137 115-042
R1 115-081 115-081 115-033 115-062
PP 115-044 115-044 115-044 115-035
S1 114-308 114-308 115-017 114-290
S2 114-272 114-272 115-008
S3 114-179 114-216 115-000
S4 114-087 114-123 114-294
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
5 115-150 115-007 0-143 0.4% 0-056 0.2% 12% False True 1,824
10 115-265 115-007 0-258 0.7% 0-041 0.1% 7% False True 1,078
20 116-075 115-007 1-068 1.1% 0-021 0.1% 5% False True 539
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 0-010
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 116-173
2.618 116-022
1.618 115-250
1.000 115-193
0.618 115-157
HIGH 115-100
0.618 115-065
0.500 115-054
0.382 115-043
LOW 115-007
0.618 114-270
1.000 114-235
1.618 114-178
2.618 114-085
4.250 113-254
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 115-054 115-066
PP 115-044 115-052
S1 115-035 115-039

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

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