ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 11-Apr-2018

Day Change Summary
	Previous	Current
	10-Apr-2018	11-Apr-2018	Change	Change %	Previous Week
Open	114-105	114-053	-0-052	-0.1%	114-120
High	114-118	114-135	0-018	0.0%	114-207
Low	114-050	114-053	0-002	0.0%	114-040
Close	114-067	114-078	0-010	0.0%	114-125
Range	0-067	0-082	0-015	22.2%	0-167
ATR	0-089	0-089	0-000	-0.5%	0-000
Volume	776,350	808,234	31,884	4.1%	3,848,028

Daily Pivots for day following 11-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-016	114-289	114-123
R3	114-253	114-207	114-100
R2	114-171	114-171	114-093
R1	114-124	114-124	114-085	114-148
PP	114-088	114-088	114-088	114-100
S1	114-042	114-042	114-070	114-065
S2	114-006	114-006	114-062
S3	113-243	113-279	114-055
S4	113-161	113-197	114-032

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	114-140	114-040	0-100	0.3%	0-068	0.2%	38%	False	False	757,385
10	114-207	114-040	0-167	0.5%	0-081	0.2%	22%	False	False	821,360
20	114-207	113-190	1-017	0.9%	0-086	0.2%	61%	False	False	877,140
40	114-207	113-190	1-017	0.9%	0-092	0.3%	61%	False	False	850,079
60	115-127	113-190	1-257	1.6%	0-096	0.3%	36%	False	False	571,318
80	116-125	113-190	2-255	2.4%	0-076	0.2%	23%	False	False	428,579

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-166
2.618	115-031
1.618	114-268
1.000	114-218
0.618	114-186
HIGH	114-135
0.618	114-103
0.500	114-094
0.382	114-084
LOW	114-053
0.618	114-002
1.000	113-290
1.618	113-239
2.618	113-157
4.250	113-022

Fisher Pivots for day following 11-Apr-2018
Pivot	1 day	3 day
R1	114-094	114-093
PP	114-088	114-088
S1	114-083	114-083

Download as Excel Spreadsheet

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

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