ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 09-Feb-2018

Day Change Summary
	Previous	Current
	08-Feb-2018	09-Feb-2018	Change	Change %	Previous Week
Open	114-115	114-130	0-015	0.0%	114-040
High	114-150	114-270	0-120	0.3%	115-127
Low	114-027	114-087	0-060	0.2%	114-025
Close	114-085	114-175	0-090	0.2%	114-175
Range	0-123	0-183	0-060	49.0%	1-102
ATR	0-104	0-110	0-006	5.6%	0-000
Volume	56,821	33,581	-23,240	-40.9%	186,182

Daily Pivots for day following 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-085	115-313	114-275
R3	115-223	115-130	114-225
R2	115-040	115-040	114-208
R1	114-268	114-268	114-192	114-314
PP	114-178	114-178	114-178	114-201
S1	114-085	114-085	114-158	114-131
S2	113-315	113-315	114-142
S3	113-132	113-222	114-125
S4	112-270	113-040	114-075

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	118-203	117-292	115-087
R3	117-101	116-189	114-291
R2	115-318	115-318	114-252
R1	115-087	115-087	114-214	115-202
PP	114-216	114-216	114-216	114-274
S1	113-304	113-304	114-136	114-100
S2	113-113	113-113	114-098
S3	112-011	112-202	114-059
S4	110-228	111-099	113-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-127	114-025	1-102	1.2%	0-209	0.6%	36%	False	False	37,236
10	115-127	113-318	1-130	1.2%	0-151	0.4%	39%	False	False	23,129
20	115-127	113-318	1-130	1.2%	0-105	0.3%	39%	False	False	12,497
40	116-160	113-318	2-162	2.2%	0-058	0.2%	22%	False	False	6,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-042
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-086
2.618	116-108
1.618	115-245
1.000	115-133
0.618	115-063
HIGH	114-270
0.618	114-200
0.500	114-179
0.382	114-157
LOW	114-087
0.618	113-295
1.000	113-225
1.618	113-112
2.618	112-250
4.250	111-272

Fisher Pivots for day following 09-Feb-2018
Pivot	1 day	3 day
R1	114-179	114-166
PP	114-178	114-158
S1	114-176	114-149

Download as Excel Spreadsheet

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

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