ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 05-Feb-2018

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	114-070	114-040	-0-030	-0.1%	114-190
High	114-090	114-305	0-215	0.6%	114-233
Low	113-318	114-025	0-027	0.1%	113-318
Close	114-035	114-160	0-125	0.3%	114-035
Range	0-093	0-280	0-187	202.7%	0-235
ATR	0-067	0-083	0-015	22.5%	0-000
Volume	14,835	29,758	14,923	100.6%	45,112

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	117-043	116-222	114-314
R3	116-083	115-262	114-237
R2	115-123	115-123	114-211
R1	114-302	114-302	114-186	115-052
PP	114-163	114-163	114-163	114-199
S1	114-022	114-022	114-134	114-092
S2	113-203	113-203	114-109
S3	112-243	113-062	114-083
S4	111-283	112-102	114-006

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	114-305	113-318	0-307	0.8%	0-129	0.4%	53%	True	False	14,301
10	115-007	113-318	1-010	0.9%	0-101	0.3%	49%	False	False	8,089
20	115-202	113-318	1-205	1.4%	0-075	0.2%	31%	False	False	4,843
40	116-160	113-318	2-162	2.2%	0-039	0.1%	20%	False	False	2,456

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 48 trading days

Fibonacci Retracements and Extensions
4.250	118-215
2.618	117-078
1.618	116-118
1.000	115-265
0.618	115-158
HIGH	114-305
0.618	114-198
0.500	114-165
0.382	114-132
LOW	114-025
0.618	113-172
1.000	113-065
1.618	112-212
2.618	111-252
4.250	110-115

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	114-165	114-157
PP	114-163	114-154
S1	114-162	114-151

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