ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 03-May-2018

Day Change Summary
	Previous	Current
	02-May-2018	03-May-2018	Change	Change %	Previous Week
Open	113-127	113-147	0-020	0.1%	113-133
High	113-150	113-202	0-052	0.1%	113-153
Low	113-098	113-140	0-042	0.1%	113-062
Close	113-140	113-170	0-030	0.1%	113-142
Range	0-053	0-062	0-010	19.0%	0-090
ATR	0-069	0-069	0-000	-0.7%	0-000
Volume	814,052	861,623	47,571	5.8%	4,291,745

Daily Pivots for day following 03-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-038	114-007	113-204
R3	113-296	113-264	113-187
R2	113-233	113-233	113-181
R1	113-202	113-202	113-176	113-218
PP	113-171	113-171	113-171	113-179
S1	113-139	113-139	113-164	113-155
S2	113-108	113-108	113-159
S3	113-046	113-077	113-153
S4	112-303	113-014	113-136

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	113-202	113-098	0-105	0.3%	0-050	0.1%	69%	True	False	751,004
10	113-210	113-062	0-148	0.4%	0-054	0.1%	73%	False	False	802,787
20	114-140	113-062	1-078	1.1%	0-064	0.2%	27%	False	False	774,800
40	114-207	113-062	1-145	1.3%	0-074	0.2%	23%	False	False	823,898
60	114-270	113-062	1-208	1.5%	0-086	0.2%	20%	False	False	775,624
80	115-193	113-062	2-130	2.1%	0-087	0.2%	14%	False	False	583,321
100	116-160	113-062	3-098	2.9%	0-070	0.2%	10%	False	False	466,673

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	114-148
2.618	114-046
1.618	113-304
1.000	113-265
0.618	113-241
HIGH	113-202
0.618	113-179
0.500	113-171
0.382	113-164
LOW	113-140
0.618	113-101
1.000	113-078
1.618	113-039
2.618	112-296
4.250	112-194

Fisher Pivots for day following 03-May-2018
Pivot	1 day	3 day
R1	113-171	113-163
PP	113-171	113-157
S1	113-170	113-150

Download as Excel Spreadsheet

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

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