ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 03-Apr-2018

Day Change Summary
	Previous	Current
	02-Apr-2018	03-Apr-2018	Change	Change %	Previous Week
Open	114-120	114-178	0-058	0.2%	114-070
High	114-207	114-182	-0-025	-0.1%	114-198
Low	114-102	114-090	-0-012	0.0%	114-007
Close	114-182	114-098	-0-085	-0.2%	114-147
Range	0-105	0-092	-0-013	-11.9%	0-190
ATR	0-097	0-096	0-000	-0.3%	0-000
Volume	664,762	805,078	140,316	21.1%	4,143,051

Daily Pivots for day following 03-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-081	115-022	114-148
R3	114-308	114-249	114-123
R2	114-216	114-216	114-114
R1	114-157	114-157	114-106	114-140
PP	114-123	114-123	114-123	114-115
S1	114-064	114-064	114-089	114-048
S2	114-031	114-031	114-081
S3	113-258	113-292	114-072
S4	113-166	113-199	114-047

Weekly Pivots for week ending 30-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-048	115-288	114-252
R3	115-178	115-098	114-200
R2	114-308	114-308	114-182
R1	114-227	114-227	114-165	114-268
PP	114-117	114-117	114-117	114-137
S1	114-037	114-037	114-130	114-077
S2	113-247	113-247	114-113
S3	113-057	113-167	114-095
S4	112-187	112-297	114-043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-207	114-007	0-200	0.5%	0-103	0.3%	45%	False	False	970,641
10	114-207	113-190	1-017	0.9%	0-098	0.3%	67%	False	False	987,963
20	114-207	113-190	1-017	0.9%	0-086	0.2%	67%	False	False	885,770
40	115-127	113-190	1-257	1.6%	0-109	0.3%	39%	False	False	742,249
60	115-202	113-190	2-012	1.8%	0-093	0.3%	35%	False	False	495,974
80	116-160	113-190	2-290	2.5%	0-070	0.2%	24%	False	False	371,980

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-256
2.618	115-105
1.618	115-012
1.000	114-275
0.618	114-240
HIGH	114-182
0.618	114-147
0.500	114-136
0.382	114-125
LOW	114-090
0.618	114-033
1.000	113-318
1.618	113-260
2.618	113-168
4.250	113-017

Fisher Pivots for day following 03-Apr-2018
Pivot	1 day	3 day
R1	114-136	114-149
PP	114-123	114-132
S1	114-110	114-115

Download as Excel Spreadsheet

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

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