ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 14-May-2018

Day Change Summary
	Previous	Current
	11-May-2018	14-May-2018	Change	Change %	Previous Week
Open	113-098	113-090	-0-007	0.0%	113-155
High	113-113	113-107	-0-005	0.0%	113-178
Low	113-080	113-058	-0-022	-0.1%	113-078
Close	113-093	113-078	-0-015	0.0%	113-093
Range	0-033	0-050	0-017	53.7%	0-100
ATR	0-065	0-064	-0-001	-1.7%	0-000
Volume	560,354	624,073	63,719	11.4%	3,189,663

Daily Pivots for day following 14-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-231	113-204	113-105
R3	113-181	113-154	113-091
R2	113-131	113-131	113-087
R1	113-104	113-104	113-082	113-092
PP	113-081	113-081	113-081	113-075
S1	113-054	113-054	113-073	113-043
S2	113-031	113-031	113-068
S3	112-301	113-004	113-064
S4	112-251	112-274	113-050

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-096	114-034	113-148
R3	113-316	113-254	113-120
R2	113-216	113-216	113-111
R1	113-154	113-154	113-102	113-135
PP	113-116	113-116	113-116	113-106
S1	113-054	113-054	113-083	113-035
S2	113-016	113-016	113-074
S3	112-236	112-274	113-065
S4	112-136	112-174	113-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-173	113-058	0-115	0.3%	0-056	0.2%	17%	False	True	683,058
10	113-233	113-058	0-175	0.5%	0-056	0.2%	11%	False	True	691,212
20	113-313	113-058	0-255	0.7%	0-057	0.2%	8%	False	True	749,630
40	114-207	113-058	1-150	1.3%	0-072	0.2%	4%	False	True	807,526
60	114-207	113-058	1-150	1.3%	0-078	0.2%	4%	False	True	848,603
80	115-127	113-058	2-070	2.0%	0-087	0.2%	3%	False	True	641,560
100	116-033	113-058	2-295	2.6%	0-074	0.2%	2%	False	True	513,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-000
2.618	113-238
1.618	113-188
1.000	113-157
0.618	113-138
HIGH	113-107
0.618	113-088
0.500	113-082
0.382	113-077
LOW	113-058
0.618	113-027
1.000	113-008
1.618	112-297
2.618	112-247
4.250	112-165

Fisher Pivots for day following 14-May-2018
Pivot	1 day	3 day
R1	113-082	113-115
PP	113-081	113-103
S1	113-079	113-090

Download as Excel Spreadsheet

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

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