ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 31-Jan-2018

Day Change Summary
	Previous	Current
	30-Jan-2018	31-Jan-2018	Change	Change %	Previous Week
Open	121-260	121-210	-0-050	-0.1%	122-090
High	121-305	121-275	-0-030	-0.1%	122-175
Low	121-170	121-105	-0-065	-0.2%	121-310
Close	121-205	121-185	-0-020	-0.1%	122-020
Range	0-135	0-170	0-035	26.0%	0-185
ATR	0-130	0-133	0-003	2.2%	0-000
Volume	1,691,151	2,439,319	748,168	44.2%	7,862,142

Daily Pivots for day following 31-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-058	122-292	121-279
R3	122-208	122-122	121-232
R2	122-038	122-038	121-216
R1	121-272	121-272	121-201	121-230
PP	121-188	121-188	121-188	121-167
S1	121-102	121-102	121-169	121-060
S2	121-018	121-018	121-154
S3	120-168	120-252	121-138
S4	119-318	120-082	121-091

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-297	123-183	122-122
R3	123-112	122-318	122-071
R2	122-247	122-247	122-054
R1	122-133	122-133	122-037	122-098
PP	122-062	122-062	122-062	122-044
S1	121-268	121-268	122-003	121-233
S2	121-197	121-197	121-306
S3	121-012	121-083	121-289
S4	120-147	120-218	121-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-150	121-105	1-045	0.9%	0-159	0.4%	22%	False	True	1,861,771
10	122-190	121-105	1-085	1.0%	0-135	0.3%	20%	False	True	1,748,753
20	123-285	121-105	2-180	2.1%	0-127	0.3%	10%	False	True	1,588,225
40	124-230	121-105	3-125	2.8%	0-121	0.3%	7%	False	True	1,315,064
60	125-065	121-105	3-280	3.2%	0-123	0.3%	6%	False	True	1,109,344
80	125-145	121-105	4-040	3.4%	0-120	0.3%	6%	False	True	832,733
100	127-060	121-105	5-275	4.8%	0-108	0.3%	4%	False	True	666,227

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-038
2.618	123-080
1.618	122-230
1.000	122-125
0.618	122-060
HIGH	121-275
0.618	121-210
0.500	121-190
0.382	121-170
LOW	121-105
0.618	121-000
1.000	120-255
1.618	120-150
2.618	119-300
4.250	119-022

Fisher Pivots for day following 31-Jan-2018
Pivot	1 day	3 day
R1	121-190	121-232
PP	121-188	121-217
S1	121-187	121-201

Download as Excel Spreadsheet

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

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