ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	122-055	122-155	0-100	0.3%	122-295
High	122-165	122-175	0-010	0.0%	123-050
Low	122-040	122-045	0-005	0.0%	122-035
Close	122-135	122-065	-0-070	-0.2%	122-090
Range	0-125	0-130	0-005	4.0%	1-015
ATR	0-120	0-121	0-001	0.6%	0-000
Volume	1,539,444	1,616,438	76,994	5.0%	6,418,778

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-165	123-085	122-137
R3	123-035	122-275	122-101
R2	122-225	122-225	122-089
R1	122-145	122-145	122-077	122-120
PP	122-095	122-095	122-095	122-082
S1	122-015	122-015	122-053	121-310
S2	121-285	121-285	122-041
S3	121-155	121-205	122-029
S4	121-025	121-075	121-313

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	122-190	122-015	0-175	0.4%	0-112	0.3%	29%	False	False	1,635,735
10	123-050	122-015	1-035	0.9%	0-119	0.3%	14%	False	False	1,650,680
20	124-025	122-015	2-010	1.7%	0-114	0.3%	8%	False	False	1,304,317
40	125-000	122-015	2-305	2.4%	0-123	0.3%	5%	False	False	1,375,579
60	125-065	122-015	3-050	2.6%	0-120	0.3%	5%	False	False	954,729
80	125-145	122-015	3-130	2.8%	0-117	0.3%	5%	False	False	716,404
100	127-060	122-015	5-045	4.2%	0-101	0.3%	3%	False	False	573,139

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	124-088
2.618	123-195
1.618	123-065
1.000	122-305
0.618	122-255
HIGH	122-175
0.618	122-125
0.500	122-110
0.382	122-095
LOW	122-045
0.618	121-285
1.000	121-235
1.618	121-155
2.618	121-025
4.250	120-132

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	122-110	122-095
PP	122-095	122-085
S1	122-080	122-075

Download as Excel Spreadsheet

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

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