ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 23-Apr-2018

Day Change Summary
	Previous	Current
	20-Apr-2018	23-Apr-2018	Change	Change %	Previous Week
Open	113-198	113-133	-0-065	-0.2%	113-310
High	113-210	113-135	-0-075	-0.2%	113-313
Low	113-130	113-090	-0-040	-0.1%	113-130
Close	113-142	113-107	-0-035	-0.1%	113-142
Range	0-080	0-045	-0-035	-43.8%	0-182
ATR	0-082	0-080	-0-002	-2.6%	0-000
Volume	666,201	760,762	94,561	14.2%	3,551,833

Daily Pivots for day following 23-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-246	113-222	113-132
R3	113-201	113-177	113-120
R2	113-156	113-156	113-116
R1	113-132	113-132	113-112	113-121
PP	113-111	113-111	113-111	113-106
S1	113-087	113-087	113-103	113-076
S2	113-066	113-066	113-099
S3	113-021	113-042	113-095
S4	112-296	112-317	113-083

Weekly Pivots for week ending 20-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-102	114-305	113-243
R3	114-240	114-122	113-193
R2	114-058	114-058	113-176
R1	113-260	113-260	113-159	113-228
PP	113-195	113-195	113-195	113-179
S1	113-078	113-078	113-126	113-045
S2	113-013	113-013	113-109
S3	112-150	112-215	113-092
S4	111-288	112-033	113-042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-313	113-090	0-222	0.6%	0-064	0.2%	8%	False	True	743,948
10	114-135	113-090	1-045	1.0%	0-070	0.2%	5%	False	True	736,461
20	114-207	113-090	1-117	1.2%	0-079	0.2%	4%	False	True	796,040
40	114-207	113-090	1-117	1.2%	0-085	0.2%	4%	False	True	900,918
60	115-127	113-090	2-037	1.9%	0-098	0.3%	3%	False	True	667,423
80	116-033	113-090	2-262	2.5%	0-083	0.2%	2%	False	True	500,829
100	116-210	113-090	3-120	3.0%	0-066	0.2%	2%	False	True	400,663

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	0-011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-006
2.618	113-253
1.618	113-208
1.000	113-180
0.618	113-163
HIGH	113-135
0.618	113-118
0.500	113-113
0.382	113-107
LOW	113-090
0.618	113-062
1.000	113-045
1.618	113-017
2.618	112-292
4.250	112-219

Fisher Pivots for day following 23-Apr-2018
Pivot	1 day	3 day
R1	113-113	113-168
PP	113-111	113-147
S1	113-109	113-127

Download as Excel Spreadsheet

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

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