ECBOT 5 Year T-Note Future June 2018


Trading Metrics calculated at close of trading on 02-Mar-2018
Day Change Summary
Previous Current
01-Mar-2018 02-Mar-2018 Change Change % Previous Week
Open 113-307 114-082 0-095 0.3% 114-018
High 114-120 114-127 0-007 0.0% 114-127
Low 113-285 114-005 0-040 0.1% 113-233
Close 114-100 114-030 -0-070 -0.2% 114-030
Range 0-155 0-122 -0-033 -21.0% 0-215
ATR 0-107 0-108 0-001 1.0% 0-000
Volume 1,403,566 1,130,824 -272,742 -19.4% 7,188,424
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 115-102 115-028 114-097
R3 114-299 114-226 114-064
R2 114-177 114-177 114-052
R1 114-103 114-103 114-041 114-079
PP 114-054 114-054 114-054 114-042
S1 113-301 113-301 114-019 113-276
S2 113-252 113-252 114-008
S3 113-129 113-178 113-316
S4 113-007 113-056 113-283
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 116-028 115-244 114-148
R3 115-133 115-029 114-089
R2 114-238 114-238 114-069
R1 114-134 114-134 114-050 114-186
PP 114-023 114-023 114-023 114-049
S1 113-239 113-239 114-010 113-291
S2 113-128 113-128 113-311
S3 112-233 113-024 113-291
S4 112-018 112-129 113-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-127 113-233 0-215 0.6% 0-112 0.3% 55% True False 1,437,684
10 114-127 113-222 0-225 0.6% 0-100 0.3% 57% True False 1,079,506
20 115-127 113-210 1-237 1.5% 0-129 0.4% 25% False False 558,221
40 115-227 113-210 2-017 1.8% 0-094 0.3% 21% False False 280,452
60 116-160 113-210 2-270 2.5% 0-063 0.2% 15% False False 186,968
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-008
2.618 115-128
1.618 115-006
1.000 114-250
0.618 114-203
HIGH 114-127
0.618 114-081
0.500 114-066
0.382 114-052
LOW 114-005
0.618 113-249
1.000 113-202
1.618 113-127
2.618 113-004
4.250 112-124
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 114-066 114-027
PP 114-054 114-023
S1 114-042 114-020

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

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