ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 16-Mar-2018

Day Change Summary
	Previous	Current
	15-Mar-2018	16-Mar-2018	Change	Change %	Previous Week
Open	114-055	114-035	-0-020	-0.1%	113-305
High	114-093	114-058	-0-035	-0.1%	114-093
Low	114-022	113-315	-0-027	-0.1%	113-287
Close	114-042	114-005	-0-038	-0.1%	114-005
Range	0-070	0-062	-0-008	-10.7%	0-125
ATR	0-094	0-092	-0-002	-2.4%	0-000
Volume	724,770	635,037	-89,733	-12.4%	3,837,039

Daily Pivots for day following 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-207	114-168	114-039
R3	114-144	114-106	114-022
R2	114-082	114-082	114-016
R1	114-043	114-043	114-011	114-031
PP	114-019	114-019	114-019	114-013
S1	113-301	113-301	113-319	113-289
S2	113-277	113-277	113-314
S3	113-214	113-238	113-308
S4	113-152	113-176	113-291

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-077	115-006	114-074
R3	114-272	114-201	114-039
R2	114-147	114-147	114-028
R1	114-076	114-076	114-016	114-111
PP	114-022	114-022	114-022	114-039
S1	113-271	113-271	113-314	113-306
S2	113-217	113-217	113-302
S3	113-092	113-146	113-291
S4	112-287	113-021	113-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-093	113-287	0-125	0.3%	0-072	0.2%	30%	False	False	767,407
10	114-110	113-273	0-158	0.4%	0-079	0.2%	33%	False	False	782,011
20	114-127	113-222	0-225	0.6%	0-090	0.2%	46%	False	False	930,759
40	115-127	113-210	1-237	1.5%	0-103	0.3%	21%	False	False	475,595
60	116-033	113-210	2-142	2.1%	0-076	0.2%	15%	False	False	317,303

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-003
2.618	114-221
1.618	114-159
1.000	114-120
0.618	114-096
HIGH	114-058
0.618	114-034
0.500	114-026
0.382	114-019
LOW	113-315
0.618	113-276
1.000	113-253
1.618	113-214
2.618	113-151
4.250	113-049

Fisher Pivots for day following 16-Mar-2018
Pivot	1 day	3 day
R1	114-026	114-044
PP	114-019	114-031
S1	114-012	114-018

Download as Excel Spreadsheet

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

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