ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 27-Mar-2018

Day Change Summary
	Previous	Current
	26-Mar-2018	27-Mar-2018	Change	Change %	Previous Week
Open	120-205	120-120	-0-085	-0.2%	120-105
High	120-235	121-015	0-100	0.3%	120-280
Low	120-110	120-110	0-000	0.0%	119-220
Close	120-150	120-290	0-140	0.4%	120-195
Range	0-125	0-225	0-100	80.0%	1-060
ATR	0-160	0-164	0-005	2.9%	0-000
Volume	1,302,107	1,842,010	539,903	41.5%	8,204,361

Daily Pivots for day following 27-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-280	122-190	121-094
R3	122-055	121-285	121-032
R2	121-150	121-150	121-011
R1	121-060	121-060	120-311	121-105
PP	120-245	120-245	120-245	120-268
S1	120-155	120-155	120-269	120-200
S2	120-020	120-020	120-249
S3	119-115	119-250	120-228
S4	118-210	119-025	120-166

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	121-015	119-220	1-115	1.1%	0-179	0.5%	90%	True	False	1,777,852
10	121-015	119-220	1-115	1.1%	0-152	0.4%	90%	True	False	1,535,957
20	121-015	119-215	1-120	1.1%	0-155	0.4%	90%	True	False	1,576,609
40	122-020	119-140	2-200	2.2%	0-181	0.5%	56%	False	False	996,162
60	123-240	119-140	4-100	3.6%	0-160	0.4%	34%	False	False	665,691
80	124-110	119-140	4-290	4.1%	0-126	0.3%	30%	False	False	499,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	124-011
2.618	122-284
1.618	122-059
1.000	121-240
0.618	121-154
HIGH	121-015
0.618	120-249
0.500	120-223
0.382	120-196
LOW	120-110
0.618	119-291
1.000	119-205
1.618	119-066
2.618	118-161
4.250	117-114

Fisher Pivots for day following 27-Mar-2018
Pivot	1 day	3 day
R1	120-268	120-268
PP	120-245	120-245
S1	120-223	120-223

Download as Excel Spreadsheet

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

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