ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 22-Jan-2018

Day Change Summary
	Previous	Current
	19-Jan-2018	22-Jan-2018	Change	Change %	Previous Week
Open	114-298	114-265	-0-033	-0.1%	115-110
High	114-305	114-282	-0-022	-0.1%	115-125
Low	114-258	114-238	-0-020	-0.1%	114-258
Close	114-282	114-245	-0-038	-0.1%	114-282
Range	0-047	0-045	-0-002	-5.3%	0-187
ATR	0-049	0-049	0-000	-0.6%	0-000
Volume	2,308	644	-1,664	-72.1%	9,483

Daily Pivots for day following 22-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-070	115-042	114-270
R3	115-025	114-317	114-257
R2	114-300	114-300	114-253
R1	114-272	114-272	114-249	114-264
PP	114-255	114-255	114-255	114-251
S1	114-227	114-227	114-241	114-219
S2	114-210	114-210	114-237
S3	114-165	114-183	114-233
S4	114-120	114-138	114-220

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	114-238	0-207	0.6%	0-054	0.1%	4%	False	True	2,025
10	115-202	114-238	0-285	0.8%	0-049	0.1%	3%	False	True	1,597
20	116-033	114-238	1-115	1.2%	0-028	0.1%	2%	False	True	867

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-154
2.618	115-080
1.618	115-035
1.000	115-007
0.618	114-310
HIGH	114-282
0.618	114-265
0.500	114-260
0.382	114-255
LOW	114-238
0.618	114-210
1.000	114-193
1.618	114-165
2.618	114-120
4.250	114-046

Fisher Pivots for day following 22-Jan-2018
Pivot	1 day	3 day
R1	114-260	114-286
PP	114-255	114-273
S1	114-250	114-259

Download as Excel Spreadsheet

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

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