ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 09-Jan-2018

Day Change Summary
	Previous	Current
	08-Jan-2018	09-Jan-2018	Change	Change %	Previous Week
Open	123-155	123-150	-0-005	0.0%	123-315
High	123-200	123-160	-0-040	-0.1%	124-000
Low	123-130	122-315	-0-135	-0.3%	123-135
Close	123-155	123-015	-0-140	-0.4%	123-165
Range	0-070	0-165	0-095	135.8%	0-185
ATR	0-115	0-118	0-004	3.1%	0-000
Volume	739,863	1,686,410	946,547	127.9%	4,584,905

Daily Pivots for day following 09-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	124-232	124-128	123-106
R3	124-067	123-283	123-060
R2	123-222	123-222	123-045
R1	123-118	123-118	123-030	123-088
PP	123-057	123-057	123-057	123-041
S1	122-273	122-273	123-000	122-243
S2	122-212	122-212	122-305
S3	122-047	122-108	122-290
S4	121-202	121-263	122-244

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	123-285	122-315	0-290	0.7%	0-112	0.3%	7%	False	True	1,189,770
10	124-025	122-315	1-030	0.9%	0-109	0.3%	6%	False	True	957,954
20	124-210	122-315	1-215	1.4%	0-115	0.3%	4%	False	True	1,014,918
40	125-000	122-315	2-005	1.6%	0-123	0.3%	3%	False	True	1,017,362
60	125-145	122-315	2-150	2.0%	0-120	0.3%	3%	False	True	680,032
80	126-000	122-315	3-005	2.5%	0-111	0.3%	2%	False	True	510,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	125-221
2.618	124-272
1.618	124-107
1.000	124-005
0.618	123-262
HIGH	123-160
0.618	123-097
0.500	123-078
0.382	123-058
LOW	122-315
0.618	122-213
1.000	122-150
1.618	122-048
2.618	121-203
4.250	120-254

Fisher Pivots for day following 09-Jan-2018
Pivot	1 day	3 day
R1	123-078	123-138
PP	123-057	123-097
S1	123-036	123-056

Download as Excel Spreadsheet

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

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