ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 13-Apr-2018

Day Change Summary
	Previous	Current
	12-Apr-2018	13-Apr-2018	Change	Change %	Previous Week
Open	114-085	114-000	-0-085	-0.2%	114-122
High	114-100	114-027	-0-073	-0.2%	114-135
Low	113-302	113-285	-0-018	0.0%	113-285
Close	113-315	113-307	-0-008	0.0%	113-307
Range	0-118	0-062	-0-055	-46.8%	0-170
ATR	0-091	0-089	-0-002	-2.2%	0-000
Volume	827,478	639,960	-187,518	-22.7%	3,617,138

Daily Pivots for day following 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-181	114-147	114-022
R3	114-118	114-084	114-005
R2	114-056	114-056	113-319
R1	114-022	114-022	113-313	114-007
PP	113-313	113-313	113-313	113-306
S1	113-279	113-279	113-302	113-265
S2	113-251	113-251	113-296
S3	113-188	113-217	113-290
S4	113-126	113-154	113-273

Weekly Pivots for week ending 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-219	115-113	114-081
R3	115-049	114-263	114-034
R2	114-199	114-199	114-019
R1	114-093	114-093	114-003	114-061
PP	114-029	114-029	114-029	114-013
S1	113-243	113-243	113-292	113-211
S2	113-179	113-179	113-276
S3	113-009	113-073	113-261
S4	112-159	112-223	113-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-135	113-285	0-170	0.5%	0-078	0.2%	13%	False	True	723,427
10	114-207	113-285	0-242	0.7%	0-081	0.2%	9%	False	True	746,516
20	114-207	113-190	1-017	0.9%	0-087	0.2%	35%	False	False	867,531
40	114-207	113-190	1-017	0.9%	0-090	0.2%	35%	False	False	884,589
60	115-127	113-190	1-257	1.6%	0-097	0.3%	20%	False	False	595,716
80	116-075	113-190	2-205	2.3%	0-078	0.2%	14%	False	False	446,922

Crabel Price Patterns
NR	True
NR4	True
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	0-013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-293
2.618	114-191
1.618	114-129
1.000	114-090
0.618	114-066
HIGH	114-027
0.618	114-004
0.500	113-316
0.382	113-309
LOW	113-285
0.618	113-246
1.000	113-222
1.618	113-184
2.618	113-121
4.250	113-019

Fisher Pivots for day following 13-Apr-2018
Pivot	1 day	3 day
R1	113-316	114-050
PP	113-313	114-029
S1	113-310	114-008

Download as Excel Spreadsheet

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

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