ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 23-Feb-2018
Day Change Summary
Previous Current
22-Feb-2018 23-Feb-2018 Change Change % Previous Week
Open 113-242 113-295 0-053 0.1% 114-002
High 113-305 114-045 0-060 0.2% 114-045
Low 113-230 113-270 0-040 0.1% 113-222
Close 113-295 114-027 0-052 0.1% 114-027
Range 0-075 0-095 0-020 26.7% 0-142
ATR 0-106 0-106 -0-001 -0.8% 0-000
Volume 1,279,635 1,179,272 -100,363 -7.8% 3,585,011
Daily Pivots for day following 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 114-292 114-255 114-080
R3 114-197 114-160 114-054
R2 114-102 114-102 114-045
R1 114-065 114-065 114-036 114-084
PP 114-007 114-007 114-007 114-017
S1 113-290 113-290 114-019 113-309
S2 113-233 113-233 114-010
S3 113-138 113-195 114-001
S4 113-043 113-100 113-295
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 115-099 115-046 114-106
R3 114-277 114-223 114-067
R2 114-134 114-134 114-054
R1 114-081 114-081 114-041 114-107
PP 113-312 113-312 113-312 114-005
S1 113-258 113-258 114-014 113-285
S2 113-169 113-169 114-001
S3 113-027 113-116 113-308
S4 112-204 112-293 113-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-045 113-222 0-142 0.4% 0-089 0.2% 88% True False 721,329
10 114-270 113-210 1-060 1.0% 0-106 0.3% 36% False False 380,857
20 115-127 113-210 1-237 1.5% 0-124 0.3% 25% False False 200,433
40 116-033 113-210 2-142 2.1% 0-080 0.2% 18% False False 100,741
60 116-210 113-210 3-000 2.6% 0-054 0.1% 14% False False 67,161
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-129
2.618 114-294
1.618 114-199
1.000 114-140
0.618 114-104
HIGH 114-045
0.618 114-009
0.500 113-318
0.382 113-306
LOW 113-270
0.618 113-211
1.000 113-175
1.618 113-116
2.618 113-021
4.250 112-186
Fisher Pivots for day following 23-Feb-2018
Pivot 1 day 3 day
R1 114-017 114-011
PP 114-007 113-314
S1 113-318 113-298

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

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