ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 26-Jan-2018

Day Change Summary
	Previous	Current
	25-Jan-2018	26-Jan-2018	Change	Change %	Previous Week
Open	114-245	114-300	0-055	0.1%	114-265
High	114-315	114-300	-0-015	0.0%	115-007
Low	114-230	114-207	-0-023	-0.1%	114-207
Close	114-305	114-227	-0-078	-0.2%	114-227
Range	0-085	0-093	0-008	8.8%	0-120
ATR	0-053	0-056	0-003	5.9%	0-000
Volume	1,549	2,390	841	54.3%	6,670

Daily Pivots for day following 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-203	115-148	114-278
R3	115-110	115-055	114-253
R2	115-018	115-018	114-244
R1	114-282	114-282	114-236	114-264
PP	114-245	114-245	114-245	114-236
S1	114-190	114-190	114-219	114-171
S2	114-152	114-152	114-211
S3	114-060	114-097	114-202
S4	113-287	114-005	114-177

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-294	115-221	114-293
R3	115-174	115-101	114-260
R2	115-054	115-054	114-249
R1	114-301	114-301	114-238	114-277
PP	114-254	114-254	114-254	114-242
S1	114-181	114-181	114-216	114-157
S2	114-134	114-134	114-205
S3	114-014	114-061	114-194
S4	113-214	113-261	114-161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-007	114-207	0-120	0.3%	0-062	0.2%	17%	False	True	1,334
10	115-125	114-207	0-238	0.6%	0-060	0.2%	8%	False	True	1,864
20	116-033	114-207	1-145	1.3%	0-041	0.1%	4%	False	True	1,169
40	116-180	114-207	1-293	1.7%	0-021	0.1%	3%	False	True	584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	116-053
2.618	115-222
1.618	115-130
1.000	115-073
0.618	115-037
HIGH	114-300
0.618	114-265
0.500	114-254
0.382	114-243
LOW	114-207
0.618	114-150
1.000	114-115
1.618	114-058
2.618	113-285
4.250	113-134

Fisher Pivots for day following 26-Jan-2018
Pivot	1 day	3 day
R1	114-254	114-267
PP	114-245	114-254
S1	114-236	114-241

Download as Excel Spreadsheet

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

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