ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 23-Mar-2018

Day Change Summary
	Previous	Current
	22-Mar-2018	23-Mar-2018	Change	Change %	Previous Week
Open	120-035	120-175	0-140	0.4%	120-105
High	120-250	120-280	0-030	0.1%	120-280
Low	120-030	120-135	0-105	0.3%	119-220
Close	120-165	120-195	0-030	0.1%	120-195
Range	0-220	0-145	-0-075	-34.1%	1-060
ATR	0-164	0-162	-0-001	-0.8%	0-000
Volume	2,424,965	1,801,888	-623,077	-25.7%	8,204,361

Daily Pivots for day following 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-318	121-242	120-275
R3	121-173	121-097	120-235
R2	121-028	121-028	120-222
R1	120-272	120-272	120-208	120-310
PP	120-203	120-203	120-203	120-223
S1	120-127	120-127	120-182	120-165
S2	120-058	120-058	120-168
S3	119-233	119-302	120-155
S4	119-088	119-157	120-115

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-305	123-150	121-084
R3	122-245	122-090	120-300
R2	121-185	121-185	120-265
R1	121-030	121-030	120-230	121-108
PP	120-125	120-125	120-125	120-164
S1	119-290	119-290	120-160	120-048
S2	119-065	119-065	120-125
S3	118-005	118-230	120-091
S4	116-265	117-170	119-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-280	119-220	1-060	1.0%	0-162	0.4%	78%	True	False	1,640,872
10	120-280	119-220	1-060	1.0%	0-143	0.4%	78%	True	False	1,486,067
20	120-280	119-215	1-065	1.0%	0-154	0.4%	78%	True	False	1,635,358
40	122-020	119-140	2-200	2.2%	0-181	0.5%	45%	False	False	917,942
60	123-240	119-140	4-100	3.6%	0-158	0.4%	27%	False	False	613,348
80	124-150	119-140	5-010	4.2%	0-122	0.3%	23%	False	False	460,022

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-256
2.618	122-020
1.618	121-195
1.000	121-105
0.618	121-050
HIGH	120-280
0.618	120-225
0.500	120-208
0.382	120-190
LOW	120-135
0.618	120-045
1.000	119-310
1.618	119-220
2.618	119-075
4.250	118-159

Fisher Pivots for day following 23-Mar-2018
Pivot	1 day	3 day
R1	120-208	120-160
PP	120-203	120-125
S1	120-199	120-090

Download as Excel Spreadsheet

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

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