ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 02-Jan-2018

Day Change Summary
	Previous	Current
	29-Dec-2017	02-Jan-2018	Change	Change %	Previous Week
Open	116-033	115-293	-0-060	-0.2%	115-287
High	116-033	115-293	-0-060	-0.2%	116-033
Low	116-033	115-270	-0-082	-0.2%	115-287
Close	116-033	115-293	-0-060	-0.2%	116-033
Range	0-000	0-022	0-022		0-065
ATR	0-034	0-037	0-003	10.3%	0-000
Volume

Daily Pivots for day following 02-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-033	116-025	115-305
R3	116-010	116-003	115-299
R2	115-308	115-308	115-297
R1	115-300	115-300	115-295	115-304
PP	115-285	115-285	115-285	115-287
S1	115-278	115-278	115-290	115-281
S2	115-263	115-263	115-288
S3	115-240	115-255	115-286
S4	115-218	115-233	115-280

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-206	116-184	116-068
R3	116-141	116-119	116-050
R2	116-076	116-076	116-044
R1	116-054	116-054	116-038	116-065
PP	116-011	116-011	116-011	116-016
S1	115-309	115-309	116-027	116-000
S2	115-266	115-266	116-021
S3	115-201	115-244	116-015
S4	115-136	115-179	115-317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-033	115-270	0-082	0.2%	0-004	0.0%	27%	False	True
10	116-075	115-265	0-130	0.4%	0-002	0.0%	21%	False	False
20	116-160	115-265	0-215	0.6%	0-001	0.0%	13%	False	False

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	0-000
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	116-068
2.618	116-031
1.618	116-009
1.000	115-315
0.618	115-306
HIGH	115-293
0.618	115-284
0.500	115-281
0.382	115-279
LOW	115-270
0.618	115-256
1.000	115-248
1.618	115-234
2.618	115-211
4.250	115-174

Fisher Pivots for day following 02-Jan-2018
Pivot	1 day	3 day
R1	115-289	115-311
PP	115-285	115-305
S1	115-281	115-299

Download as Excel Spreadsheet

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

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