ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 114-122 114-070 -0-052 -0.1% 114-190
High 114-150 114-090 -0-060 -0.2% 114-233
Low 114-067 113-318 -0-070 -0.2% 113-318
Close 114-085 114-035 -0-050 -0.1% 114-035
Range 0-083 0-093 0-010 12.1% 0-235
ATR 0-066 0-067 0-002 2.9% 0-000
Volume 12,189 14,835 2,646 21.7% 45,112
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-318 114-269 114-086
R3 114-226 114-177 114-060
R2 114-133 114-133 114-052
R1 114-084 114-084 114-043 114-063
PP 114-041 114-041 114-041 114-030
S1 113-312 113-312 114-027 113-290
S2 113-268 113-268 114-018
S3 113-176 113-219 114-010
S4 113-083 113-127 113-304
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 116-153 116-009 114-164
R3 115-238 115-094 114-100
R2 115-003 115-003 114-078
R1 114-179 114-179 114-057 114-134
PP 114-088 114-088 114-088 114-066
S1 113-264 113-264 114-013 113-219
S2 113-173 113-173 113-312
S3 112-258 113-029 113-290
S4 112-023 112-114 113-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-233 113-318 0-235 0.6% 0-092 0.3% 16% False True 9,022
10 115-007 113-318 1-010 0.9% 0-077 0.2% 11% False True 5,178
20 115-202 113-318 1-205 1.4% 0-061 0.2% 7% False True 3,424
40 116-160 113-318 2-162 2.2% 0-032 0.1% 5% False True 1,712
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-163
2.618 115-012
1.618 114-240
1.000 114-183
0.618 114-147
HIGH 114-090
0.618 114-055
0.500 114-044
0.382 114-033
LOW 113-318
0.618 113-260
1.000 113-225
1.618 113-168
2.618 113-075
4.250 112-244
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 114-044 114-106
PP 114-041 114-083
S1 114-038 114-059

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

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