ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 18-Jan-2018

Day Change Summary
	Previous	Current
	17-Jan-2018	18-Jan-2018	Change	Change %	Previous Week
Open	115-055	114-318	-0-058	-0.2%	115-190
High	115-100	115-015	-0-085	-0.2%	115-202
Low	115-007	114-302	-0-025	-0.1%	115-047
Close	115-025	115-000	-0-025	-0.1%	115-098
Range	0-093	0-033	-0-060	-64.9%	0-155
ATR	0-048	0-048	0-000	-0.9%	0-000
Volume	1,587	3,620	2,033	128.1%	5,846

Daily Pivots for day following 18-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-097	115-081	115-018
R3	115-064	115-048	115-009
R2	115-032	115-032	115-006
R1	115-016	115-016	115-003	115-024
PP	114-319	114-319	114-319	115-003
S1	114-303	114-303	114-317	114-311
S2	114-287	114-287	114-314
S3	114-254	114-271	114-311
S4	114-222	114-238	114-302

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	115-150	114-302	0-168	0.5%	0-055	0.1%	10%	False	True	2,168
10	115-227	114-302	0-245	0.7%	0-043	0.1%	7%	False	True	1,440
20	116-033	114-302	1-050	1.0%	0-023	0.1%	5%	False	True	720

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-011
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	115-153
2.618	115-100
1.618	115-068
1.000	115-048
0.618	115-035
HIGH	115-015
0.618	115-003
0.500	114-319
0.382	114-315
LOW	114-302
0.618	114-282
1.000	114-270
1.618	114-250
2.618	114-217
4.250	114-164

Fisher Pivots for day following 18-Jan-2018
Pivot	1 day	3 day
R1	115-000	115-054
PP	114-319	115-036
S1	114-319	115-018

Download as Excel Spreadsheet

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

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