ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 02-May-2018

Day Change Summary
	Previous	Current
	01-May-2018	02-May-2018	Change	Change %	Previous Week
Open	113-147	113-127	-0-020	-0.1%	113-133
High	113-153	113-150	-0-002	0.0%	113-153
Low	113-110	113-098	-0-013	0.0%	113-062
Close	113-113	113-140	0-027	0.1%	113-142
Range	0-042	0-053	0-010	23.6%	0-090
ATR	0-071	0-069	-0-001	-1.8%	0-000
Volume	564,493	814,052	249,559	44.2%	4,291,745

Daily Pivots for day following 02-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-287	113-266	113-169
R3	113-234	113-213	113-154
R2	113-182	113-182	113-150
R1	113-161	113-161	113-145	113-171
PP	113-129	113-129	113-129	113-134
S1	113-108	113-108	113-135	113-119
S2	113-077	113-077	113-130
S3	113-024	113-056	113-126
S4	112-292	113-003	113-111

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	113-085	0-080	0.2%	0-049	0.1%	69%	False	False	747,281
10	113-245	113-062	0-182	0.5%	0-055	0.2%	42%	False	False	810,918
20	114-140	113-062	1-078	1.1%	0-062	0.2%	19%	False	False	765,312
40	114-207	113-062	1-145	1.3%	0-075	0.2%	17%	False	False	824,569
60	115-127	113-062	2-065	1.9%	0-090	0.2%	11%	False	False	761,790
80	115-202	113-062	2-140	2.1%	0-086	0.2%	10%	False	False	572,553
100	116-160	113-062	3-098	2.9%	0-070	0.2%	7%	False	False	458,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-053
2.618	113-287
1.618	113-235
1.000	113-203
0.618	113-182
HIGH	113-150
0.618	113-130
0.500	113-124
0.382	113-118
LOW	113-098
0.618	113-065
1.000	113-045
1.618	113-013
2.618	112-280
4.250	112-194

Fisher Pivots for day following 02-May-2018
Pivot	1 day	3 day
R1	113-135	113-137
PP	113-129	113-134
S1	113-124	113-131

Download as Excel Spreadsheet

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

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