ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	115-027	115-082	0-055	0.1%	115-167
High	115-085	115-093	0-008	0.0%	115-200
Low	115-015	115-033	0-018	0.0%	115-020
Close	115-073	115-040	-0-033	-0.1%	115-047
Range	0-070	0-060	-0-010	-14.3%	0-180
ATR	0-066	0-066	0-000	-0.7%	0-000
Volume	722,931	996,064	273,133	37.8%	3,671,726

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-235	115-198	115-073
R3	115-175	115-138	115-056
R2	115-115	115-115	115-051
R1	115-078	115-078	115-046	115-066
PP	115-055	115-055	115-055	115-049
S1	115-018	115-018	115-034	115-006
S2	114-315	114-315	115-029
S3	114-255	114-278	115-024
S4	114-195	114-218	115-007

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-309	116-198	115-146
R3	116-129	116-018	115-097
R2	115-269	115-269	115-080
R1	115-158	115-158	115-064	115-124
PP	115-089	115-089	115-089	115-072
S1	114-298	114-298	115-031	114-264
S2	114-229	114-229	115-014
S3	114-049	114-118	114-318
S4	113-189	113-258	114-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-095	115-000	0-095	0.3%	0-057	0.2%	42%	False	False	875,951
10	115-222	115-000	0-222	0.6%	0-063	0.2%	18%	False	False	918,559
20	116-065	115-000	1-065	1.0%	0-061	0.2%	10%	False	False	746,582
40	116-282	115-000	1-282	1.6%	0-069	0.2%	7%	False	False	829,345
60	117-042	115-000	2-042	1.9%	0-067	0.2%	6%	False	False	593,018
80	117-135	115-000	2-135	2.1%	0-062	0.2%	5%	False	False	445,129
100	118-193	115-000	3-193	3.1%	0-050	0.1%	3%	False	False	356,103

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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-028
2.618	115-250
1.618	115-190
1.000	115-153
0.618	115-130
HIGH	115-093
0.618	115-070
0.500	115-063
0.382	115-055
LOW	115-033
0.618	114-315
1.000	114-293
1.618	114-255
2.618	114-195
4.250	114-098

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	115-063	115-046
PP	115-055	115-044
S1	115-048	115-042

Download as Excel Spreadsheet

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

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