ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 11-Jan-2018

Day Change Summary
	Previous	Current
	10-Jan-2018	11-Jan-2018	Change	Change %	Previous Week
Open	115-122	115-115	-0-007	0.0%	115-293
High	115-138	115-150	0-013	0.0%	115-293
Low	115-098	115-115	0-018	0.0%	115-190
Close	115-127	115-150	0-023	0.1%	115-193
Range	0-040	0-035	-0-005	-12.5%	0-102
ATR	0-040	0-040	0-000	-0.9%	0-000
Volume	1,899	1,171	-728	-38.3%	1,384

Daily Pivots for day following 11-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-243	115-232	115-169
R3	115-208	115-197	115-160
R2	115-173	115-173	115-156
R1	115-162	115-162	115-153	115-168
PP	115-138	115-138	115-138	115-141
S1	115-127	115-127	115-147	115-133
S2	115-103	115-103	115-144
S3	115-068	115-092	115-140
S4	115-033	115-057	115-131

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	115-202	115-098	0-105	0.3%	0-033	0.1%	50%	False	False	946
10	116-033	115-098	0-255	0.7%	0-022	0.1%	21%	False	False	473
20	116-160	115-098	1-062	1.0%	0-011	0.0%	14%	False	False	236

Crabel Price Patterns
NR	True
NR4	False
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	0-004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-299
2.618	115-242
1.618	115-207
1.000	115-185
0.618	115-172
HIGH	115-150
0.618	115-137
0.500	115-133
0.382	115-128
LOW	115-115
0.618	115-093
1.000	115-080
1.618	115-058
2.618	115-023
4.250	114-286

Fisher Pivots for day following 11-Jan-2018
Pivot	1 day	3 day
R1	115-144	115-148
PP	115-138	115-147
S1	115-133	115-145

Download as Excel Spreadsheet

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

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