ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	115-227	115-193	-0-035	-0.1%	115-293
High	115-227	115-193	-0-035	-0.1%	115-293
Low	115-198	115-190	-0-007	0.0%	115-190
Close	115-227	115-193	-0-035	-0.1%	115-193
Range	0-030	0-002	-0-027	-91.7%	0-102
ATR	0-039	0-039	0-000	-0.3%	0-000
Volume	2	1,382	1,380	69,000.0%	1,384

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-199	115-198	115-194
R3	115-197	115-196	115-193
R2	115-194	115-194	115-193
R1	115-193	115-193	115-193	115-194
PP	115-192	115-192	115-192	115-192
S1	115-191	115-191	115-192	115-191
S2	115-189	115-189	115-192
S3	115-187	115-188	115-192
S4	115-184	115-186	115-191

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-213	116-145	115-249
R3	116-110	116-043	115-221
R2	116-008	116-008	115-211
R1	115-260	115-260	115-202	115-243
PP	115-225	115-225	115-225	115-216
S1	115-158	115-158	115-183	115-140
S2	115-123	115-123	115-174
S3	115-020	115-055	115-164
S4	114-238	114-273	115-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-033	115-190	0-162	0.4%	0-012	0.0%	2%	False	True	276
10	116-033	115-190	0-162	0.4%	0-006	0.0%	2%	False	True	138
20	116-160	115-190	0-290	0.8%	0-003	0.0%	1%	False	True	69

Crabel Price Patterns
NR	True
NR4	True
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	0-000
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-203
2.618	115-199
1.618	115-197
1.000	115-195
0.618	115-194
HIGH	115-193
0.618	115-192
0.500	115-191
0.382	115-191
LOW	115-190
0.618	115-188
1.000	115-188
1.618	115-186
2.618	115-183
4.250	115-179

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	115-192	115-228
PP	115-192	115-216
S1	115-191	115-204

Download as Excel Spreadsheet

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

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