ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	120-260	121-305	1-045	0.9%	122-015
High	122-020	122-190	0-170	0.4%	122-040
Low	120-180	121-055	0-195	0.5%	120-210
Close	121-085	121-155	0-070	0.2%	120-235
Range	1-160	1-135	-0-025	-5.2%	1-150
ATR	0-164	0-185	0-021	12.6%	0-000
Volume	2,851,851	3,525,275	673,424	23.6%	10,911,279

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	126-005	125-055	122-085
R3	124-190	123-240	121-280
R2	123-055	123-055	121-238
R1	122-105	122-105	121-197	122-013
PP	121-240	121-240	121-240	121-194
S1	120-290	120-290	121-113	120-198
S2	120-105	120-105	121-072
S3	118-290	119-155	121-030
S4	117-155	118-020	120-225

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	125-185	124-200	121-173
R3	124-035	123-050	121-044
R2	122-205	122-205	121-001
R1	121-220	121-220	120-278	121-138
PP	121-055	121-055	121-055	121-014
S1	120-070	120-070	120-192	119-308
S2	119-225	119-225	120-149
S3	118-075	118-240	120-106
S4	116-245	117-090	119-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-190	120-180	2-010	1.7%	0-294	0.8%	45%	True	False	2,733,966
10	122-190	120-180	2-010	1.7%	0-222	0.6%	45%	True	False	2,215,580
20	123-160	120-180	2-300	2.4%	0-172	0.4%	31%	False	False	1,936,629
40	124-210	120-180	4-030	3.4%	0-142	0.4%	23%	False	False	1,462,568
60	125-010	120-180	4-150	3.7%	0-138	0.4%	21%	False	False	1,295,928
80	125-145	120-180	4-285	4.0%	0-132	0.3%	19%	False	False	973,103
100	126-030	120-180	5-170	4.6%	0-121	0.3%	17%	False	False	778,532

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-204
2.618	126-101
1.618	124-286
1.000	124-005
0.618	123-151
HIGH	122-190
0.618	122-016
0.500	121-283
0.382	121-229
LOW	121-055
0.618	120-094
1.000	119-240
1.618	118-279
2.618	117-144
4.250	115-041

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	121-283	121-185
PP	121-240	121-175
S1	121-198	121-165

Download as Excel Spreadsheet

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

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