ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 09-Apr-2018

Day Change Summary
	Previous	Current
	06-Apr-2018	09-Apr-2018	Change	Change %	Previous Week
Open	114-047	114-122	0-075	0.2%	114-120
High	114-140	114-127	-0-013	0.0%	114-207
Low	114-042	114-067	0-025	0.1%	114-040
Close	114-125	114-100	-0-025	-0.1%	114-125
Range	0-098	0-060	-0-038	-38.5%	0-167
ATR	0-093	0-091	-0-002	-2.6%	0-000
Volume	965,363	565,116	-400,247	-41.5%	3,848,028

Daily Pivots for day following 09-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-278	114-249	114-133
R3	114-218	114-189	114-116
R2	114-158	114-158	114-111
R1	114-129	114-129	114-106	114-114
PP	114-098	114-098	114-098	114-091
S1	114-069	114-069	114-094	114-054
S2	114-038	114-038	114-089
S3	113-298	114-009	114-084
S4	113-238	113-269	114-067

Weekly Pivots for week ending 06-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-307	115-223	114-217
R3	115-139	115-056	114-171
R2	114-292	114-292	114-156
R1	114-208	114-208	114-140	114-250
PP	114-124	114-124	114-124	114-145
S1	114-041	114-041	114-110	114-082
S2	113-277	113-277	114-094
S3	113-109	113-193	114-079
S4	112-262	113-026	114-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-182	114-040	0-142	0.4%	0-076	0.2%	42%	False	False	749,676
10	114-207	114-007	0-200	0.5%	0-087	0.2%	46%	False	False	855,619
20	114-207	113-190	1-017	0.9%	0-085	0.2%	68%	False	False	875,030
40	114-270	113-190	1-080	1.1%	0-094	0.3%	57%	False	False	812,017
60	115-150	113-190	1-280	1.6%	0-095	0.3%	38%	False	False	544,970
80	116-160	113-190	2-290	2.5%	0-074	0.2%	25%	False	False	408,772

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-062
2.618	114-285
1.618	114-225
1.000	114-187
0.618	114-165
HIGH	114-127
0.618	114-105
0.500	114-097
0.382	114-090
LOW	114-067
0.618	114-030
1.000	114-007
1.618	113-290
2.618	113-230
4.250	113-132

Fisher Pivots for day following 09-Apr-2018
Pivot	1 day	3 day
R1	114-099	114-097
PP	114-098	114-093
S1	114-097	114-090

Download as Excel Spreadsheet

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

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