ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 07-Feb-2018
Day Change Summary
Previous Current
06-Feb-2018 07-Feb-2018 Change Change % Previous Week
Open 114-245 114-130 -0-115 -0.3% 114-190
High 115-127 114-200 -0-247 -0.7% 114-233
Low 114-122 114-065 -0-058 -0.2% 113-318
Close 114-178 114-093 -0-085 -0.2% 114-035
Range 1-005 0-135 -0-190 -58.5% 0-235
ATR 0-100 0-102 0-003 2.5% 0-000
Volume 31,587 34,435 2,848 9.0% 45,112
Daily Pivots for day following 07-Feb-2018
Classic Woodie Camarilla DeMark
R4 115-204 115-123 114-167
R3 115-069 114-308 114-130
R2 114-254 114-254 114-117
R1 114-173 114-173 114-105 114-146
PP 114-119 114-119 114-119 114-106
S1 114-038 114-038 114-080 114-011
S2 113-304 113-304 114-068
S3 113-169 113-223 114-055
S4 113-034 113-088 114-018
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
5 115-127 113-318 1-130 1.2% 0-183 0.5% 21% False False 24,560
10 115-127 113-318 1-130 1.2% 0-138 0.4% 21% False False 14,483
20 115-150 113-318 1-153 1.3% 0-094 0.3% 20% False False 8,130
40 116-160 113-318 2-162 2.2% 0-051 0.1% 12% False False 4,106
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-134
2.618 115-233
1.618 115-098
1.000 115-015
0.618 114-283
HIGH 114-200
0.618 114-148
0.500 114-132
0.382 114-117
LOW 114-065
0.618 113-302
1.000 113-250
1.618 113-167
2.618 113-032
4.250 112-131
Fisher Pivots for day following 07-Feb-2018
Pivot 1 day 3 day
R1 114-132 114-236
PP 114-119 114-188
S1 114-106 114-140

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

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