ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 23-Jan-2018

Day Change Summary
	Previous	Current
	22-Jan-2018	23-Jan-2018	Change	Change %	Previous Week
Open	114-265	114-285	0-020	0.1%	115-110
High	114-282	114-318	0-035	0.1%	115-125
Low	114-238	114-285	0-047	0.1%	114-258
Close	114-245	114-310	0-065	0.2%	114-282
Range	0-045	0-033	-0-012	-27.7%	0-187
ATR	0-049	0-050	0-002	3.5%	0-000
Volume	644	1,088	444	68.9%	9,483

Daily Pivots for day following 23-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-082	115-068	115-008
R3	115-049	115-036	114-319
R2	115-017	115-017	114-316
R1	115-003	115-003	114-313	115-010
PP	114-304	114-304	114-304	114-308
S1	114-291	114-291	114-307	114-298
S2	114-272	114-272	114-304
S3	114-239	114-258	114-301
S4	114-207	114-226	114-292

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	115-100	114-238	0-182	0.5%	0-050	0.1%	40%	False	False	1,849
10	115-193	114-238	0-275	0.7%	0-051	0.1%	26%	False	False	1,682
20	116-033	114-238	1-115	1.2%	0-029	0.1%	17%	False	False	922

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	0-013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-136
2.618	115-083
1.618	115-050
1.000	115-030
0.618	115-018
HIGH	114-318
0.618	114-305
0.500	114-301
0.382	114-297
LOW	114-285
0.618	114-265
1.000	114-252
1.618	114-232
2.618	114-200
4.250	114-147

Fisher Pivots for day following 23-Jan-2018
Pivot	1 day	3 day
R1	114-307	114-299
PP	114-304	114-288
S1	114-301	114-278

Download as Excel Spreadsheet

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

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