ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	123-245	123-215	-0-030	-0.1%	123-315
High	123-250	123-280	0-030	0.1%	124-000
Low	123-135	123-150	0-015	0.0%	123-135
Close	123-215	123-165	-0-050	-0.1%	123-165
Range	0-115	0-130	0-015	13.0%	0-185
ATR	0-117	0-118	0-001	0.8%	0-000
Volume	1,133,647	1,433,004	299,357	26.4%	4,584,905

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	124-268	124-187	123-236
R3	124-138	124-057	123-201
R2	124-008	124-008	123-189
R1	123-247	123-247	123-177	123-222
PP	123-198	123-198	123-198	123-186
S1	123-117	123-117	123-153	123-093
S2	123-068	123-068	123-141
S3	122-258	122-307	123-129
S4	122-128	122-177	123-094

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	125-122	125-008	123-267
R3	124-257	124-143	123-216
R2	124-072	124-072	123-199
R1	123-278	123-278	123-182	123-242
PP	123-207	123-207	123-207	123-189
S1	123-093	123-093	123-148	123-058
S2	123-022	123-022	123-131
S3	122-157	122-228	123-114
S4	121-292	122-043	123-063

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%	0-112	0.3%	14%	False	False	1,056,908
10	124-025	123-125	0-220	0.6%	0-097	0.2%	18%	False	False	849,912
20	124-210	123-125	1-085	1.0%	0-114	0.3%	10%	False	False	1,011,864
40	125-065	123-125	1-260	1.5%	0-122	0.3%	7%	False	False	957,294
60	125-145	123-125	2-020	1.7%	0-119	0.3%	6%	False	False	639,600
80	126-045	123-125	2-240	2.2%	0-108	0.3%	5%	False	False	479,760

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	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-192
2.618	124-300
1.618	124-170
1.000	124-090
0.618	124-040
HIGH	123-280
0.618	123-230
0.500	123-215
0.382	123-200
LOW	123-150
0.618	123-070
1.000	123-020
1.618	122-260
2.618	122-130
4.250	121-238

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	123-215	123-210
PP	123-198	123-195
S1	123-182	123-180

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols