ECBOT 10 Year T-Note Future March 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	120-045	120-120	0-075	0.2%	120-180
High	120-155	120-265	0-110	0.3%	120-265
Low	120-030	120-080	0-050	0.1%	120-020
Close	120-135	120-235	0-100	0.3%	120-235
Range	0-125	0-185	0-060	48.0%	0-245
ATR	0-184	0-184	0-000	0.0%	0-000
Volume	2,364,742	2,429,261	64,519	2.7%	8,566,114

Daily Pivots for day following 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-108	122-037	121-017
R3	121-243	121-172	120-286
R2	121-058	121-058	120-269
R1	120-307	120-307	120-252	121-022
PP	120-193	120-193	120-193	120-211
S1	120-122	120-122	120-218	120-158
S2	120-008	120-008	120-201
S3	119-143	119-257	120-184
S4	118-278	119-072	120-133

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-268	122-177	121-050
R3	122-023	121-252	120-302
R2	121-098	121-098	120-280
R1	121-007	121-007	120-257	121-052
PP	120-173	120-173	120-173	120-196
S1	120-082	120-082	120-213	120-128
S2	119-248	119-248	120-190
S3	119-003	119-157	120-168
S4	118-078	118-232	120-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-265	120-020	0-245	0.6%	0-160	0.4%	88%	True	False	1,978,374
10	121-185	120-010	1-175	1.3%	0-176	0.5%	45%	False	False	1,980,848
20	122-190	120-010	2-180	2.1%	0-208	0.5%	27%	False	False	2,193,201
40	124-025	120-010	4-015	3.4%	0-163	0.4%	17%	False	False	1,784,981
60	125-000	120-010	4-310	4.1%	0-152	0.4%	14%	False	False	1,641,918
80	125-065	120-010	5-055	4.3%	0-142	0.4%	14%	False	False	1,286,378
100	125-145	120-010	5-135	4.5%	0-136	0.4%	13%	False	False	1,029,420
120	127-060	120-010	7-050	5.9%	0-120	0.3%	10%	False	False	857,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-091
2.618	122-109
1.618	121-244
1.000	121-130
0.618	121-059
HIGH	120-265
0.618	120-194
0.500	120-172
0.382	120-151
LOW	120-080
0.618	119-286
1.000	119-215
1.618	119-101
2.618	118-236
4.250	117-254

Fisher Pivots for day following 23-Feb-2018
Pivot	1 day	3 day
R1	120-214	120-204
PP	120-193	120-173
S1	120-172	120-142

Download as Excel Spreadsheet

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

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