ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 04-Apr-2018

Day Change Summary
	Previous	Current
	03-Apr-2018	04-Apr-2018	Change	Change %	Previous Week
Open	114-178	114-115	-0-062	-0.2%	114-070
High	114-182	114-158	-0-025	-0.1%	114-198
Low	114-090	114-065	-0-025	-0.1%	114-007
Close	114-098	114-095	-0-002	0.0%	114-147
Range	0-092	0-093	0-000	0.0%	0-190
ATR	0-096	0-096	0-000	-0.3%	0-000
Volume	805,078	740,959	-64,119	-8.0%	4,143,051

Daily Pivots for day following 04-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-063	115-012	114-146
R3	114-291	114-239	114-120
R2	114-198	114-198	114-112
R1	114-147	114-147	114-103	114-126
PP	114-106	114-106	114-106	114-096
S1	114-054	114-054	114-087	114-034
S2	114-013	114-013	114-078
S3	113-241	113-282	114-070
S4	113-148	113-189	114-044

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	114-065	0-142	0.4%	0-094	0.3%	21%	False	True	885,335
10	114-207	113-190	1-017	0.9%	0-100	0.3%	67%	False	False	990,969
20	114-207	113-190	1-017	0.9%	0-087	0.2%	67%	False	False	883,826
40	115-127	113-190	1-257	1.6%	0-104	0.3%	39%	False	False	760,029
60	115-202	113-190	2-012	1.8%	0-094	0.3%	34%	False	False	508,300
80	116-160	113-190	2-290	2.5%	0-072	0.2%	24%	False	False	381,242

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-231
2.618	115-080
1.618	114-307
1.000	114-250
0.618	114-215
HIGH	114-158
0.618	114-122
0.500	114-111
0.382	114-100
LOW	114-065
0.618	114-008
1.000	113-292
1.618	113-235
2.618	113-143
4.250	112-312

Fisher Pivots for day following 04-Apr-2018
Pivot	1 day	3 day
R1	114-111	114-136
PP	114-106	114-122
S1	114-100	114-109

Download as Excel Spreadsheet

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

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