ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 114-300 114-190 -0-110 -0.3% 114-265
High 114-300 114-233 -0-067 -0.2% 115-007
Low 114-207 114-135 -0-072 -0.2% 114-207
Close 114-227 114-195 -0-032 -0.1% 114-227
Range 0-093 0-098 0-005 5.4% 0-120
ATR 0-056 0-059 0-003 5.2% 0-000
Volume 2,390 3,363 973 40.7% 6,670
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-160 115-115 114-249
R3 115-063 115-018 114-222
R2 114-285 114-285 114-213
R1 114-240 114-240 114-204 114-263
PP 114-188 114-188 114-188 114-199
S1 114-143 114-143 114-186 114-165
S2 114-090 114-090 114-177
S3 113-313 114-045 114-168
S4 113-215 113-267 114-141
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 115-294 115-221 114-293
R3 115-174 115-101 114-260
R2 115-054 115-054 114-249
R1 114-301 114-301 114-238 114-277
PP 114-254 114-254 114-254 114-242
S1 114-181 114-181 114-216 114-157
S2 114-134 114-134 114-205
S3 114-014 114-061 114-194
S4 113-214 113-261 114-161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-007 114-135 0-192 0.5% 0-073 0.2% 31% False True 1,877
10 115-125 114-135 0-310 0.8% 0-064 0.2% 19% False True 1,951
20 116-033 114-135 1-218 1.5% 0-046 0.1% 11% False True 1,337
40 116-160 114-135 2-025 1.8% 0-023 0.1% 9% False True 668
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 0-016
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 116-007
2.618 115-168
1.618 115-070
1.000 115-010
0.618 114-293
HIGH 114-233
0.618 114-195
0.500 114-184
0.382 114-172
LOW 114-135
0.618 114-075
1.000 114-038
1.618 113-297
2.618 113-200
4.250 113-041
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 114-191 114-225
PP 114-188 114-215
S1 114-184 114-205

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

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