ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	122-310	122-315	0-005	0.0%	123-155
High	123-050	123-020	-0-030	-0.1%	123-200
Low	122-275	122-200	-0-075	-0.2%	122-200
Close	123-040	122-300	-0-060	-0.2%	122-300
Range	0-095	0-140	0-045	47.4%	1-000
ATR	0-117	0-120	0-003	2.6%	0-000
Volume	1,690,056	1,652,546	-37,510	-2.2%	7,903,126

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	124-060	124-000	123-057
R3	123-240	123-180	123-018
R2	123-100	123-100	123-006
R1	123-040	123-040	122-313	123-000
PP	122-280	122-280	122-280	122-260
S1	122-220	122-220	122-287	122-180
S2	122-140	122-140	122-274
S3	122-000	122-080	122-262
S4	121-180	121-260	122-223

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	126-020	125-160	123-156
R3	125-020	124-160	123-068
R2	124-020	124-020	123-039
R1	123-160	123-160	123-009	123-090
PP	123-020	123-020	123-020	122-305
S1	122-160	122-160	122-271	122-090
S2	122-020	122-020	122-241
S3	121-020	121-160	122-212
S4	120-020	120-160	122-124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-200	122-200	1-000	0.8%	0-119	0.3%	31%	False	True	1,580,625
10	124-025	122-200	1-145	1.2%	0-115	0.3%	22%	False	True	1,318,766
20	124-210	122-200	2-010	1.7%	0-110	0.3%	15%	False	True	1,104,748
40	125-000	122-200	2-120	1.9%	0-123	0.3%	13%	False	True	1,151,577
60	125-065	122-200	2-185	2.1%	0-121	0.3%	12%	False	True	771,152
80	125-260	122-200	3-060	2.6%	0-115	0.3%	10%	False	True	578,549

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-295
2.618	124-067
1.618	123-247
1.000	123-160
0.618	123-107
HIGH	123-020
0.618	122-287
0.500	122-270
0.382	122-253
LOW	122-200
0.618	122-113
1.000	122-060
1.618	121-293
2.618	121-153
4.250	120-245

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	122-290	122-295
PP	122-280	122-290
S1	122-270	122-285

Download as Excel Spreadsheet

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

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