ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 05-Apr-2018

Day Change Summary
	Previous	Current
	04-Apr-2018	05-Apr-2018	Change	Change %	Previous Week
Open	114-115	114-070	-0-045	-0.1%	114-070
High	114-158	114-075	-0-082	-0.2%	114-198
Low	114-065	114-040	-0-025	-0.1%	114-007
Close	114-095	114-045	-0-050	-0.1%	114-147
Range	0-093	0-035	-0-058	-62.2%	0-190
ATR	0-096	0-093	-0-003	-3.0%	0-000
Volume	740,959	671,866	-69,093	-9.3%	4,143,051

Daily Pivots for day following 05-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-158	114-137	114-064
R3	114-123	114-102	114-055
R2	114-088	114-088	114-051
R1	114-067	114-067	114-048	114-060
PP	114-053	114-053	114-053	114-050
S1	114-032	114-032	114-042	114-025
S2	114-018	114-018	114-039
S3	113-303	113-317	114-035
S4	113-268	113-282	114-026

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	114-040	0-167	0.5%	0-078	0.2%	3%	False	True	752,688
10	114-207	113-275	0-252	0.7%	0-093	0.3%	36%	False	False	953,685
20	114-207	113-190	1-017	0.9%	0-084	0.2%	52%	False	False	872,997
40	114-270	113-190	1-080	1.1%	0-097	0.3%	44%	False	False	776,036
60	115-193	113-190	2-002	1.8%	0-095	0.3%	27%	False	False	519,494
80	116-160	113-190	2-290	2.5%	0-072	0.2%	19%	False	False	389,641

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-017
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	114-224
2.618	114-167
1.618	114-132
1.000	114-110
0.618	114-097
HIGH	114-075
0.618	114-062
0.500	114-058
0.382	114-053
LOW	114-040
0.618	114-018
1.000	114-005
1.618	113-303
2.618	113-268
4.250	113-211

Fisher Pivots for day following 05-Apr-2018
Pivot	1 day	3 day
R1	114-058	114-111
PP	114-053	114-089
S1	114-049	114-067

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

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