ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 19-Jan-2018

Day Change Summary
	Previous	Current
	18-Jan-2018	19-Jan-2018	Change	Change %	Previous Week
Open	114-318	114-298	-0-020	-0.1%	115-110
High	115-015	114-305	-0-030	-0.1%	115-125
Low	114-302	114-258	-0-045	-0.1%	114-258
Close	115-000	114-282	-0-038	-0.1%	114-282
Range	0-033	0-047	0-015	46.1%	0-187
ATR	0-048	0-049	0-001	2.2%	0-000
Volume	3,620	2,308	-1,312	-36.2%	9,483

Daily Pivots for day following 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-104	115-081	114-309
R3	115-057	115-033	114-296
R2	115-009	115-009	114-291
R1	114-306	114-306	114-287	114-294
PP	114-282	114-282	114-282	114-276
S1	114-258	114-258	114-278	114-246
S2	114-234	114-234	114-274
S3	114-187	114-211	114-269
S4	114-139	114-163	114-256

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-251	116-134	115-066
R3	116-063	115-267	115-014
R2	115-196	115-196	114-317
R1	115-079	115-079	114-300	115-044
PP	115-008	115-008	115-008	114-311
S1	114-212	114-212	114-265	114-176
S2	114-141	114-141	114-248
S3	113-273	114-024	114-231
S4	113-086	113-157	114-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-125	114-258	0-187	0.5%	0-057	0.2%	13%	False	True	2,395
10	115-202	114-258	0-265	0.7%	0-045	0.1%	9%	False	True	1,671
20	116-033	114-258	1-095	1.1%	0-025	0.1%	6%	False	True	835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-187
2.618	115-109
1.618	115-062
1.000	115-032
0.618	115-014
HIGH	114-305
0.618	114-287
0.500	114-281
0.382	114-276
LOW	114-258
0.618	114-228
1.000	114-210
1.618	114-181
2.618	114-133
4.250	114-056

Fisher Pivots for day following 19-Jan-2018
Pivot	1 day	3 day
R1	114-282	115-019
PP	114-282	115-000
S1	114-281	114-301

Download as Excel Spreadsheet

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

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