ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 15-Feb-2018

Day Change Summary
	Previous	Current
	14-Feb-2018	15-Feb-2018	Change	Change %	Previous Week
Open	114-120	113-290	-0-150	-0.4%	114-040
High	114-155	114-000	-0-155	-0.4%	115-127
Low	113-267	113-210	-0-057	-0.2%	114-025
Close	113-285	113-293	0-008	0.0%	114-175
Range	0-208	0-110	-0-098	-47.0%	1-102
ATR	0-113	0-113	0-000	-0.2%	0-000
Volume	60,572	52,804	-7,768	-12.8%	186,182

Daily Pivots for day following 15-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-284	114-238	114-033
R3	114-174	114-128	114-003
R2	114-064	114-064	113-313
R1	114-018	114-018	113-303	114-041
PP	113-274	113-274	113-274	113-286
S1	113-228	113-228	113-282	113-251
S2	113-164	113-164	113-272
S3	113-054	113-118	113-262
S4	112-264	113-008	113-232

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	114-270	113-210	1-060	1.0%	0-124	0.3%	22%	False	True	40,386
10	115-127	113-210	1-237	1.5%	0-158	0.4%	15%	False	True	36,936
20	115-127	113-210	1-237	1.5%	0-115	0.3%	15%	False	True	20,431
40	116-033	113-210	2-142	2.1%	0-069	0.2%	11%	False	True	10,575

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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-147
2.618	114-288
1.618	114-178
1.000	114-110
0.618	114-068
HIGH	114-000
0.618	113-278
0.500	113-265
0.382	113-252
LOW	113-210
0.618	113-142
1.000	113-100
1.618	113-032
2.618	112-242
4.250	112-063

Fisher Pivots for day following 15-Feb-2018
Pivot	1 day	3 day
R1	113-283	114-023
PP	113-274	114-006
S1	113-265	113-309

Download as Excel Spreadsheet

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

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