ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 05-Jan-2018

Day Change Summary
	Previous	Current
	04-Jan-2018	05-Jan-2018	Change	Change %	Previous Week
Open	123-115	123-110	-0-005	0.0%	123-205
High	123-125	123-175	0-050	0.1%	123-220
Low	123-035	123-045	0-010	0.0%	123-035
Close	123-115	123-060	-0-055	-0.1%	123-060
Range	0-090	0-130	0-040	44.5%	0-185
ATR	0-084	0-087	0-003	3.9%	0-000
Volume	501	1,207	706	140.9%	4,548

Daily Pivots for day following 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	124-163	124-082	123-132
R3	124-033	123-272	123-096
R2	123-223	123-223	123-084
R1	123-142	123-142	123-072	123-118
PP	123-093	123-093	123-093	123-081
S1	123-012	123-012	123-048	122-307
S2	122-283	122-283	123-036
S3	122-153	122-202	123-024
S4	122-023	122-072	122-308

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	125-020	124-225	123-162
R3	124-155	124-040	123-111
R2	123-290	123-290	123-094
R1	123-175	123-175	123-077	123-140
PP	123-105	123-105	123-105	123-088
S1	122-310	122-310	123-043	122-275
S2	122-240	122-240	123-026
S3	122-055	122-125	123-009
S4	121-190	121-260	122-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-240	123-035	0-205	0.5%	0-103	0.3%	12%	False	False	932
10	123-240	123-010	0-230	0.6%	0-091	0.2%	22%	False	False	876
20	124-110	123-010	1-100	1.1%	0-049	0.1%	12%	False	False	454

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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-088
2.618	124-195
1.618	124-065
1.000	123-305
0.618	123-255
HIGH	123-175
0.618	123-125
0.500	123-110
0.382	123-095
LOW	123-045
0.618	122-285
1.000	122-235
1.618	122-155
2.618	122-025
4.250	121-132

Fisher Pivots for day following 05-Jan-2018
Pivot	1 day	3 day
R1	123-110	123-110
PP	123-093	123-093
S1	123-077	123-077

Download as Excel Spreadsheet

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

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