ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	114-285	114-270	-0-015	0.0%	115-110
High	114-318	115-007	0-010	0.0%	115-125
Low	114-285	114-270	-0-015	0.0%	114-258
Close	114-310	114-278	-0-033	-0.1%	114-282
Range	0-033	0-057	0-025	76.8%	0-187
ATR	0-050	0-051	0-001	1.0%	0-000
Volume	1,088	999	-89	-8.2%	9,483

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-144	115-108	114-309
R3	115-087	115-051	114-293
R2	115-029	115-029	114-288
R1	114-313	114-313	114-283	115-011
PP	114-292	114-292	114-292	114-301
S1	114-256	114-256	114-272	114-274
S2	114-234	114-234	114-267
S3	114-177	114-198	114-262
S4	114-119	114-141	114-246

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-251	116-134	115-066
R3	116-063	115-267	115-014
R2	115-196	115-196	114-317
R1	115-079	115-079	114-300	115-044
PP	115-008	115-008	115-008	114-311
S1	114-212	114-212	114-265	114-176
S2	114-141	114-141	114-248
S3	113-273	114-024	114-231
S4	113-086	113-157	114-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-015	114-238	0-098	0.3%	0-043	0.1%	41%	False	False	1,731
10	115-150	114-238	0-233	0.6%	0-049	0.1%	17%	False	False	1,777
20	116-033	114-238	1-115	1.2%	0-032	0.1%	9%	False	False	972

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-252
2.618	115-158
1.618	115-100
1.000	115-065
0.618	115-043
HIGH	115-007
0.618	114-306
0.500	114-299
0.382	114-292
LOW	114-270
0.618	114-234
1.000	114-213
1.618	114-177
2.618	114-120
4.250	114-026

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	114-299	114-282
PP	114-292	114-281
S1	114-285	114-279

Download as Excel Spreadsheet

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

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