ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 27-Feb-2018

Day Change Summary
	Previous	Current
	26-Feb-2018	27-Feb-2018	Change	Change %	Previous Week
Open	114-110	114-130	0-020	0.1%	114-093
High	114-173	114-147	-0-025	-0.1%	114-142
Low	114-100	114-022	-0-078	-0.2%	114-002
Close	114-140	114-047	-0-093	-0.3%	114-122
Range	0-073	0-125	0-052	72.4%	0-140
ATR	0-104	0-106	0-001	1.4%	0-000
Volume	2,327,677	1,399,238	-928,439	-39.9%	6,628,630

Daily Pivots for day following 27-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-127	115-052	114-116
R3	115-002	114-247	114-082
R2	114-197	114-197	114-070
R1	114-122	114-122	114-059	114-097
PP	114-072	114-072	114-072	114-060
S1	113-317	113-317	114-036	113-292
S2	113-267	113-267	114-025
S3	113-143	113-193	114-013
S4	113-018	113-068	113-299

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	114-173	114-002	0-170	0.5%	0-092	0.3%	26%	False	False	1,818,643
10	114-247	113-315	0-252	0.7%	0-099	0.3%	21%	False	False	1,438,285
20	115-213	113-315	1-218	1.5%	0-123	0.3%	10%	False	False	1,441,606
40	116-065	113-315	2-070	1.9%	0-095	0.3%	7%	False	False	1,130,683
60	116-227	113-315	2-232	2.4%	0-088	0.2%	6%	False	False	1,003,171
80	117-042	113-315	3-047	2.8%	0-082	0.2%	5%	False	False	837,974
100	117-135	113-315	3-140	3.0%	0-076	0.2%	5%	False	False	670,992
120	118-193	113-315	4-198	4.0%	0-064	0.2%	4%	False	False	559,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	116-039
2.618	115-155
1.618	115-030
1.000	114-272
0.618	114-225
HIGH	114-147
0.618	114-100
0.500	114-085
0.382	114-070
LOW	114-022
0.618	113-265
1.000	113-218
1.618	113-140
2.618	113-015
4.250	112-131

Fisher Pivots for day following 27-Feb-2018
Pivot	1 day	3 day
R1	114-085	114-098
PP	114-072	114-081
S1	114-060	114-064

Download as Excel Spreadsheet

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

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