ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 17-Jan-2018

Day Change Summary
	Previous	Current
	16-Jan-2018	17-Jan-2018	Change	Change %	Previous Week
Open	122-295	122-315	0-020	0.1%	123-155
High	123-050	123-020	-0-030	-0.1%	123-200
Low	122-270	122-175	-0-095	-0.2%	122-200
Close	122-315	122-210	-0-105	-0.3%	122-300
Range	0-100	0-165	0-065	65.0%	1-000
ATR	0-119	0-122	0-003	2.8%	0-000
Volume	1,402,869	1,448,410	45,541	3.2%	7,903,126

Daily Pivots for day following 17-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	124-097	123-318	122-301
R3	123-252	123-153	122-255
R2	123-087	123-087	122-240
R1	122-308	122-308	122-225	122-275
PP	122-242	122-242	122-242	122-225
S1	122-143	122-143	122-195	122-110
S2	122-077	122-077	122-180
S3	121-232	121-298	122-165
S4	121-067	121-133	122-119

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	123-050	122-175	0-195	0.5%	0-125	0.3%	18%	False	True	1,665,626
10	123-285	122-175	1-110	1.1%	0-118	0.3%	8%	False	True	1,427,698
20	124-135	122-175	1-280	1.5%	0-111	0.3%	6%	False	True	1,133,910
40	125-000	122-175	2-145	2.0%	0-123	0.3%	4%	False	True	1,220,155
60	125-065	122-175	2-210	2.2%	0-123	0.3%	4%	False	True	818,635
80	125-260	122-175	3-085	2.7%	0-115	0.3%	3%	False	True	614,186

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	0-026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-081
2.618	124-132
1.618	123-287
1.000	123-185
0.618	123-122
HIGH	123-020
0.618	122-277
0.500	122-258
0.382	122-238
LOW	122-175
0.618	122-073
1.000	122-010
1.618	121-228
2.618	121-063
4.250	120-114

Fisher Pivots for day following 17-Jan-2018
Pivot	1 day	3 day
R1	122-258	122-273
PP	122-242	122-252
S1	122-226	122-231

Download as Excel Spreadsheet

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

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