ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 23-Feb-2018

Day Change Summary
	Previous	Current
	22-Feb-2018	23-Feb-2018	Change	Change %	Previous Week
Open	114-013	114-070	0-058	0.2%	114-093
High	114-080	114-142	0-062	0.2%	114-142
Low	114-005	114-047	0-042	0.1%	114-002
Close	114-070	114-122	0-052	0.1%	114-122
Range	0-075	0-095	0-020	26.7%	0-140
ATR	0-108	0-107	-0-001	-0.8%	0-000
Volume	1,929,225	1,701,270	-227,955	-11.8%	6,628,630

Daily Pivots for day following 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-069	115-031	114-175
R3	114-294	114-256	114-149
R2	114-199	114-199	114-140
R1	114-161	114-161	114-131	114-180
PP	114-104	114-104	114-104	114-114
S1	114-066	114-066	114-114	114-085
S2	114-009	114-009	114-105
S3	113-234	113-291	114-096
S4	113-139	113-196	114-070

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-189	115-136	114-199
R3	115-049	114-316	114-161
R2	114-229	114-229	114-148
R1	114-176	114-176	114-135	114-202
PP	114-089	114-089	114-089	114-102
S1	114-036	114-036	114-110	114-062
S2	113-269	113-269	114-097
S3	113-129	113-216	114-084
S4	112-309	113-076	114-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-142	114-002	0-140	0.4%	0-087	0.2%	86%	True	False	1,481,864
10	115-038	113-315	1-042	1.0%	0-104	0.3%	35%	False	False	1,341,074
20	115-213	113-315	1-218	1.5%	0-122	0.3%	24%	False	False	1,344,075
40	116-065	113-315	2-070	1.9%	0-093	0.3%	18%	False	False	1,061,999
60	116-282	113-315	2-287	2.5%	0-087	0.2%	14%	False	False	991,447
80	117-042	113-315	3-047	2.8%	0-081	0.2%	13%	False	False	791,584
100	117-135	113-315	3-140	3.0%	0-075	0.2%	12%	False	False	633,723
120	118-193	113-315	4-198	4.0%	0-062	0.2%	9%	False	False	528,103

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	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-226
2.618	115-071
1.618	114-296
1.000	114-238
0.618	114-201
HIGH	114-142
0.618	114-106
0.500	114-095
0.382	114-084
LOW	114-047
0.618	113-309
1.000	113-272
1.618	113-214
2.618	113-119
4.250	112-284

Fisher Pivots for day following 23-Feb-2018
Pivot	1 day	3 day
R1	114-113	114-106
PP	114-104	114-089
S1	114-095	114-072

Download as Excel Spreadsheet

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

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