ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 12-Jan-2018

Day Change Summary
	Previous	Current
	11-Jan-2018	12-Jan-2018	Change	Change %	Previous Week
Open	122-200	122-190	-0-010	0.0%	123-060
High	122-245	122-205	-0-040	-0.1%	123-100
Low	122-155	122-080	-0-075	-0.2%	122-080
Close	122-235	122-175	-0-060	-0.2%	122-175
Range	0-090	0-125	0-035	38.9%	1-020
ATR	0-094	0-099	0-004	4.6%	0-000
Volume	4,484	8,951	4,467	99.6%	22,377

Daily Pivots for day following 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-208	123-157	122-244
R3	123-083	123-032	122-209
R2	122-278	122-278	122-198
R1	122-227	122-227	122-186	122-190
PP	122-153	122-153	122-153	122-135
S1	122-102	122-102	122-164	122-065
S2	122-028	122-028	122-152
S3	121-223	121-297	122-141
S4	121-098	121-172	122-106

Weekly Pivots for week ending 12-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	125-285	125-090	123-042
R3	124-265	124-070	122-269
R2	123-245	123-245	122-237
R1	123-050	123-050	122-206	122-298
PP	122-225	122-225	122-225	122-189
S1	122-030	122-030	122-144	121-278
S2	121-205	121-205	122-113
S3	120-185	121-010	122-082
S4	119-165	119-310	121-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-100	122-080	1-020	0.9%	0-116	0.3%	28%	False	True	4,475
10	123-240	122-080	1-160	1.2%	0-109	0.3%	20%	False	True	2,704
20	124-095	122-080	2-015	1.7%	0-078	0.2%	15%	False	True	1,573

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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-096
2.618	123-212
1.618	123-087
1.000	123-010
0.618	122-282
HIGH	122-205
0.618	122-157
0.500	122-142
0.382	122-128
LOW	122-080
0.618	122-003
1.000	121-275
1.618	121-198
2.618	121-073
4.250	120-189

Fisher Pivots for day following 12-Jan-2018
Pivot	1 day	3 day
R1	122-164	122-171
PP	122-153	122-167
S1	122-142	122-162

Download as Excel Spreadsheet

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

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