ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 04-Jan-2018

Day Change Summary
	Previous	Current
	03-Jan-2018	04-Jan-2018	Change	Change %	Previous Week
Open	123-220	123-245	0-025	0.1%	123-155
High	123-285	123-250	-0-035	-0.1%	124-025
Low	123-205	123-135	-0-070	-0.2%	123-135
Close	123-250	123-215	-0-035	-0.1%	124-015
Range	0-080	0-115	0-035	43.8%	0-210
ATR	0-117	0-117	0-000	-0.1%	0-000
Volume	955,926	1,133,647	177,721	18.6%	2,568,364

Daily Pivots for day following 04-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	124-225	124-175	123-278
R3	124-110	124-060	123-247
R2	123-315	123-315	123-236
R1	123-265	123-265	123-226	123-233
PP	123-200	123-200	123-200	123-184
S1	123-150	123-150	123-204	123-118
S2	123-085	123-085	123-194
S3	122-290	123-035	123-183
S4	122-175	122-240	123-152

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-262	125-188	124-130
R3	125-052	124-298	124-073
R2	124-162	124-162	124-054
R1	124-088	124-088	124-034	124-125
PP	123-272	123-272	123-272	123-290
S1	123-198	123-198	123-316	123-235
S2	123-062	123-062	123-297
S3	122-172	122-308	123-277
S4	121-282	122-098	123-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-025	123-135	0-210	0.5%	0-099	0.3%	38%	False	True	923,841
10	124-025	123-125	0-220	0.6%	0-097	0.2%	41%	False	False	835,566
20	124-230	123-125	1-105	1.1%	0-115	0.3%	21%	False	False	1,008,548
40	125-065	123-125	1-260	1.5%	0-121	0.3%	16%	False	False	921,715
60	125-145	123-125	2-020	1.7%	0-118	0.3%	14%	False	False	615,717
80	126-105	123-125	2-300	2.4%	0-106	0.3%	10%	False	False	461,847

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	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-099
2.618	124-231
1.618	124-116
1.000	124-045
0.618	124-001
HIGH	123-250
0.618	123-206
0.500	123-193
0.382	123-179
LOW	123-135
0.618	123-064
1.000	123-020
1.618	122-269
2.618	122-154
4.250	121-286

Fisher Pivots for day following 04-Jan-2018
Pivot	1 day	3 day
R1	123-208	123-228
PP	123-200	123-223
S1	123-193	123-219

Download as Excel Spreadsheet

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

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