ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 12-Feb-2018
Day Change Summary
Previous Current
09-Feb-2018 12-Feb-2018 Change Change % Previous Week
Open 114-130 114-110 -0-020 -0.1% 114-040
High 114-270 114-125 -0-145 -0.4% 115-127
Low 114-087 114-058 -0-030 -0.1% 114-025
Close 114-175 114-105 -0-070 -0.2% 114-175
Range 0-183 0-067 -0-115 -63.0% 1-102
ATR 0-110 0-110 0-001 0.5% 0-000
Volume 33,581 28,494 -5,087 -15.1% 186,182
Daily Pivots for day following 12-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-298 114-269 114-142
R3 114-231 114-202 114-124
R2 114-163 114-163 114-117
R1 114-134 114-134 114-111 114-115
PP 114-096 114-096 114-096 114-086
S1 114-067 114-067 114-099 114-048
S2 114-028 114-028 114-093
S3 113-281 113-319 114-086
S4 113-213 113-252 114-068
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 118-203 117-292 115-087
R3 117-101 116-189 114-291
R2 115-318 115-318 114-252
R1 115-087 115-087 114-214 115-202
PP 114-216 114-216 114-216 114-274
S1 113-304 113-304 114-136 114-100
S2 113-113 113-113 114-098
S3 112-011 112-202 114-059
S4 110-228 111-099 113-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-127 114-027 1-100 1.1% 0-167 0.5% 18% False False 36,983
10 115-127 113-318 1-130 1.2% 0-148 0.4% 24% False False 25,642
20 115-127 113-318 1-130 1.2% 0-106 0.3% 24% False False 13,797
40 116-125 113-318 2-127 2.1% 0-060 0.2% 14% False False 7,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-039
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 115-092
2.618 114-302
1.618 114-234
1.000 114-192
0.618 114-167
HIGH 114-125
0.618 114-099
0.500 114-091
0.382 114-083
LOW 114-058
0.618 114-016
1.000 113-310
1.618 113-268
2.618 113-201
4.250 113-091
Fisher Pivots for day following 12-Feb-2018
Pivot 1 day 3 day
R1 114-100 114-149
PP 114-096 114-134
S1 114-091 114-120

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

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