ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 21-Feb-2018

Day Change Summary
	Previous	Current
	20-Feb-2018	21-Feb-2018	Change	Change %	Previous Week
Open	114-002	113-298	-0-025	-0.1%	114-110
High	114-010	114-000	-0-010	0.0%	114-155
Low	113-222	113-230	0-008	0.0%	113-210
Close	113-293	113-253	-0-040	-0.1%	114-002
Range	0-108	0-090	-0-018	-16.3%	0-265
ATR	0-110	0-109	-0-001	-1.3%	0-000
Volume	274,938	851,166	576,228	209.6%	189,984

Daily Pivots for day following 21-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-217	114-165	113-302
R3	114-127	114-075	113-277
R2	114-037	114-037	113-269
R1	113-305	113-305	113-261	113-286
PP	113-268	113-268	113-268	113-258
S1	113-215	113-215	113-244	113-196
S2	113-178	113-178	113-236
S3	113-088	113-125	113-228
S4	112-318	113-035	113-203

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-171	116-032	114-148
R3	115-226	115-087	114-075
R2	114-281	114-281	114-051
R1	114-142	114-142	114-027	114-079
PP	114-016	114-016	114-016	113-304
S1	113-197	113-197	113-298	113-134
S2	113-071	113-071	113-274
S3	112-126	112-252	113-250
S4	111-181	111-307	113-177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-155	113-210	0-265	0.7%	0-119	0.3%	16%	False	False	252,222
10	114-270	113-210	1-060	1.0%	0-115	0.3%	11%	False	False	144,092
20	115-127	113-210	1-237	1.5%	0-123	0.3%	8%	False	False	77,616
40	116-033	113-210	2-142	2.1%	0-076	0.2%	5%	False	False	39,269

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-062
2.618	114-236
1.618	114-146
1.000	114-090
0.618	114-056
HIGH	114-000
0.618	113-286
0.500	113-275
0.382	113-264
LOW	113-230
0.618	113-174
1.000	113-140
1.618	113-084
2.618	112-314
4.250	112-168

Fisher Pivots for day following 21-Feb-2018
Pivot	1 day	3 day
R1	113-275	113-284
PP	113-268	113-273
S1	113-260	113-263

Download as Excel Spreadsheet

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

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