ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 04-Jan-2018

Day Change Summary
	Previous	Current
	03-Jan-2018	04-Jan-2018	Change	Change %	Previous Week
Open	115-265	115-227	-0-038	-0.1%	115-287
High	115-265	115-227	-0-038	-0.1%	116-033
Low	115-258	115-198	-0-060	-0.2%	115-287
Close	115-265	115-227	-0-038	-0.1%	116-033
Range	0-007	0-030	0-022	300.4%	0-065
ATR	0-037	0-039	0-002	5.9%	0-000
Volume	0	2	2		0

Daily Pivots for day following 04-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-307	115-297	115-244
R3	115-277	115-267	115-236
R2	115-247	115-247	115-233
R1	115-237	115-237	115-230	115-242
PP	115-217	115-217	115-217	115-220
S1	115-207	115-207	115-225	115-212
S2	115-188	115-188	115-222
S3	115-158	115-178	115-219
S4	115-128	115-148	115-211

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	115-198	0-155	0.4%	0-012	0.0%	19%	False	True
10	116-033	115-198	0-155	0.4%	0-006	0.0%	19%	False	True
20	116-160	115-198	0-282	0.8%	0-003	0.0%	11%	False	True

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 27 trading days

Fibonacci Retracements and Extensions
4.250	116-035
2.618	115-306
1.618	115-276
1.000	115-257
0.618	115-246
HIGH	115-227
0.618	115-216
0.500	115-212
0.382	115-209
LOW	115-198
0.618	115-179
1.000	115-168
1.618	115-149
2.618	115-119
4.250	115-070

Fisher Pivots for day following 04-Jan-2018
Pivot	1 day	3 day
R1	115-222	115-245
PP	115-217	115-239
S1	115-212	115-233

Download as Excel Spreadsheet

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

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