ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 16-Jan-2018

Day Change Summary
	Previous	Current
	12-Jan-2018	16-Jan-2018	Change	Change %	Previous Week
Open	115-105	115-110	0-005	0.0%	115-190
High	115-105	115-125	0-020	0.1%	115-202
Low	115-047	115-070	0-023	0.1%	115-047
Close	115-098	115-090	-0-007	0.0%	115-098
Range	0-058	0-055	-0-003	-4.4%	0-155
ATR	0-044	0-045	0-001	1.7%	0-000
Volume	2,495	1,968	-527	-21.1%	5,846

Daily Pivots for day following 16-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-260	115-230	115-120
R3	115-205	115-175	115-105
R2	115-150	115-150	115-100
R1	115-120	115-120	115-095	115-108
PP	115-095	115-095	115-095	115-089
S1	115-065	115-065	115-085	115-053
S2	115-040	115-040	115-080
S3	114-305	115-010	115-075
S4	114-250	114-275	115-060

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-261	116-174	115-183
R3	116-106	116-019	115-140
R2	115-271	115-271	115-126
R1	115-184	115-184	115-112	115-150
PP	115-116	115-116	115-116	115-099
S1	115-029	115-029	115-083	114-315
S2	114-281	114-281	115-069
S3	114-126	114-194	115-055
S4	113-291	114-039	115-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-193	115-047	0-145	0.4%	0-051	0.1%	29%	False	False	1,516
10	115-293	115-047	0-245	0.7%	0-034	0.1%	17%	False	False	919
20	116-082	115-047	1-035	1.0%	0-017	0.0%	12%	False	False	459

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	True
Stretch	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-039
2.618	115-269
1.618	115-214
1.000	115-180
0.618	115-159
HIGH	115-125
0.618	115-104
0.500	115-098
0.382	115-091
LOW	115-070
0.618	115-036
1.000	115-015
1.618	114-301
2.618	114-246
4.250	114-156

Fisher Pivots for day following 16-Jan-2018
Pivot	1 day	3 day
R1	115-098	115-099
PP	115-095	115-096
S1	115-093	115-093

Download as Excel Spreadsheet

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

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