ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 25-Jan-2018

Day Change Summary
	Previous	Current
	24-Jan-2018	25-Jan-2018	Change	Change %	Previous Week
Open	114-270	114-245	-0-025	-0.1%	115-110
High	115-007	114-315	-0-012	0.0%	115-125
Low	114-270	114-230	-0-040	-0.1%	114-258
Close	114-278	114-305	0-027	0.1%	114-282
Range	0-057	0-085	0-028	47.9%	0-187
ATR	0-051	0-053	0-002	4.8%	0-000
Volume	999	1,549	550	55.1%	9,483

Daily Pivots for day following 25-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-218	115-187	115-032
R3	115-133	115-102	115-008
R2	115-048	115-048	115-001
R1	115-017	115-017	114-313	115-032
PP	114-283	114-283	114-283	114-291
S1	114-252	114-252	114-297	114-268
S2	114-198	114-198	114-289
S3	114-113	114-167	114-282
S4	114-028	114-082	114-258

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	115-007	114-230	0-097	0.3%	0-053	0.1%	77%	False	True	1,317
10	115-150	114-230	0-240	0.7%	0-054	0.1%	31%	False	True	1,742
20	116-033	114-230	1-122	1.2%	0-036	0.1%	17%	False	True	1,049
40	116-210	114-230	1-300	1.7%	0-018	0.0%	12%	False	True	524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	116-036
2.618	115-218
1.618	115-133
1.000	115-080
0.618	115-048
HIGH	114-315
0.618	114-283
0.500	114-273
0.382	114-262
LOW	114-230
0.618	114-177
1.000	114-145
1.618	114-092
2.618	114-008
4.250	113-189

Fisher Pivots for day following 25-Jan-2018
Pivot	1 day	3 day
R1	114-294	114-296
PP	114-283	114-287
S1	114-273	114-279

Download as Excel Spreadsheet

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

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