ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	114-040	114-245	0-205	0.6%	114-190
High	114-305	115-127	0-142	0.4%	114-233
Low	114-025	114-122	0-098	0.3%	113-318
Close	114-160	114-178	0-018	0.0%	114-035
Range	0-280	1-005	0-045	16.1%	0-235
ATR	0-083	0-100	0-017	20.9%	0-000
Volume	29,758	31,587	1,829	6.1%	45,112

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	117-264	117-066	115-036
R3	116-259	116-061	114-267
R2	115-254	115-254	114-237
R1	115-056	115-056	114-207	114-312
PP	114-249	114-249	114-249	114-217
S1	114-051	114-051	114-148	113-308
S2	113-244	113-244	114-118
S3	112-239	113-046	114-088
S4	111-234	112-041	113-319

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-153	116-009	114-164
R3	115-238	115-094	114-100
R2	115-003	115-003	114-078
R1	114-179	114-179	114-057	114-134
PP	114-088	114-088	114-088	114-066
S1	113-264	113-264	114-013	113-219
S2	113-173	113-173	113-312
S3	112-258	113-029	113-290
S4	112-023	112-114	113-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-127	113-318	1-130	1.2%	0-178	0.5%	40%	True	False	19,779
10	115-127	113-318	1-130	1.2%	0-130	0.4%	40%	True	False	11,139
20	115-193	113-318	1-195	1.4%	0-090	0.2%	35%	False	False	6,411
40	116-160	113-318	2-162	2.2%	0-047	0.1%	22%	False	False	3,246

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	0-029
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	119-229
2.618	118-018
1.618	117-013
1.000	116-132
0.618	116-008
HIGH	115-127
0.618	115-003
0.500	114-285
0.382	114-247
LOW	114-122
0.618	113-242
1.000	113-118
1.618	112-237
2.618	111-232
4.250	110-021

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	114-285	114-222
PP	114-249	114-207
S1	114-213	114-193

Download as Excel Spreadsheet

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

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