ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 19-Jan-2018

Day Change Summary
	Previous	Current
	18-Jan-2018	19-Jan-2018	Change	Change %	Previous Week
Open	122-175	122-120	-0-055	-0.1%	122-295
High	122-190	122-160	-0-030	-0.1%	123-050
Low	122-110	122-035	-0-075	-0.2%	122-035
Close	122-145	122-090	-0-055	-0.1%	122-090
Range	0-080	0-125	0-045	56.2%	1-015
ATR	0-120	0-121	0-000	0.3%	0-000
Volume	1,950,365	1,617,134	-333,231	-17.1%	6,418,778

Daily Pivots for day following 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-150	123-085	122-159
R3	123-025	122-280	122-124
R2	122-220	122-220	122-113
R1	122-155	122-155	122-101	122-125
PP	122-095	122-095	122-095	122-080
S1	122-030	122-030	122-079	122-000
S2	121-290	121-290	122-067
S3	121-165	121-225	122-056
S4	121-040	121-100	122-021

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	125-210	125-005	122-274
R3	124-195	123-310	122-182
R2	123-180	123-180	122-151
R1	122-295	122-295	122-121	122-230
PP	122-165	122-165	122-165	122-133
S1	121-280	121-280	122-059	121-215
S2	121-150	121-150	122-029
S3	120-135	120-265	121-318
S4	119-120	119-250	121-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-050	122-035	1-015	0.9%	0-122	0.3%	16%	False	True	1,614,264
10	123-280	122-035	1-245	1.4%	0-119	0.3%	10%	False	True	1,575,490
20	124-025	122-035	1-310	1.6%	0-108	0.3%	9%	False	True	1,205,528
40	125-000	122-035	2-285	2.4%	0-123	0.3%	6%	False	True	1,302,298
60	125-065	122-035	3-030	2.5%	0-121	0.3%	6%	False	True	878,008
80	125-255	122-035	3-220	3.0%	0-116	0.3%	5%	False	True	658,779
100	127-060	122-035	5-025	4.2%	0-097	0.2%	3%	False	True	527,027

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-051
2.618	123-167
1.618	123-042
1.000	122-285
0.618	122-237
HIGH	122-160
0.618	122-112
0.500	122-098
0.382	122-083
LOW	122-035
0.618	121-278
1.000	121-230
1.618	121-153
2.618	121-028
4.250	120-144

Fisher Pivots for day following 19-Jan-2018
Pivot	1 day	3 day
R1	122-098	122-188
PP	122-095	122-155
S1	122-093	122-123

Download as Excel Spreadsheet

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

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