ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 30-Apr-2018

Day Change Summary
	Previous	Current
	27-Apr-2018	30-Apr-2018	Change	Change %	Previous Week
Open	113-120	113-138	0-018	0.0%	113-133
High	113-153	113-165	0-012	0.0%	113-153
Low	113-105	113-120	0-015	0.0%	113-062
Close	113-142	113-162	0-020	0.1%	113-142
Range	0-048	0-045	-0-003	-5.3%	0-090
ATR	0-074	0-072	-0-002	-2.8%	0-000
Volume	685,097	829,756	144,659	21.1%	4,291,745

Daily Pivots for day following 30-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-284	113-268	113-187
R3	113-239	113-223	113-175
R2	113-194	113-194	113-171
R1	113-178	113-178	113-167	113-186
PP	113-149	113-149	113-149	113-153
S1	113-133	113-133	113-158	113-141
S2	113-104	113-104	113-154
S3	113-059	113-088	113-150
S4	113-014	113-043	113-138

Weekly Pivots for week ending 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-069	114-036	113-192
R3	113-299	113-266	113-167
R2	113-209	113-209	113-159
R1	113-176	113-176	113-151	113-193
PP	113-119	113-119	113-119	113-128
S1	113-086	113-086	113-134	113-102
S2	113-029	113-029	113-126
S3	112-259	112-316	113-118
S4	112-169	112-226	113-093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-165	113-062	0-102	0.3%	0-052	0.1%	98%	True	False	872,147
10	113-313	113-062	0-250	0.7%	0-058	0.2%	40%	False	False	808,048
20	114-182	113-062	1-120	1.2%	0-067	0.2%	23%	False	False	773,686
40	114-207	113-062	1-145	1.3%	0-078	0.2%	22%	False	False	830,225
60	115-127	113-062	2-065	1.9%	0-095	0.3%	14%	False	False	739,557
80	115-227	113-062	2-165	2.2%	0-086	0.2%	12%	False	False	555,339
100	116-160	113-062	3-098	2.9%	0-069	0.2%	9%	False	False	444,271

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	114-036
2.618	113-283
1.618	113-238
1.000	113-210
0.618	113-193
HIGH	113-165
0.618	113-148
0.500	113-142
0.382	113-137
LOW	113-120
0.618	113-092
1.000	113-075
1.618	113-047
2.618	113-002
4.250	112-249

Fisher Pivots for day following 30-Apr-2018
Pivot	1 day	3 day
R1	113-156	113-150
PP	113-149	113-137
S1	113-142	113-125

Download as Excel Spreadsheet

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

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