ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 17-May-2018

Day Change Summary
	Previous	Current
	16-May-2018	17-May-2018	Change	Change %	Previous Week
Open	112-305	112-273	-0-032	-0.1%	113-155
High	113-007	112-302	-0-025	-0.1%	113-178
Low	112-265	112-250	-0-015	0.0%	113-078
Close	112-280	112-287	0-007	0.0%	113-093
Range	0-062	0-052	-0-010	-16.0%	0-100
ATR	0-068	0-067	-0-001	-1.6%	0-000
Volume	923,299	924,572	1,273	0.1%	3,189,663

Daily Pivots for day following 17-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-117	113-095	112-316
R3	113-065	113-042	112-302
R2	113-012	113-012	112-297
R1	112-310	112-310	112-292	113-001
PP	112-280	112-280	112-280	112-286
S1	112-258	112-258	112-283	112-269
S2	112-228	112-228	112-278
S3	112-175	112-205	112-273
S4	112-123	112-153	112-259

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	113-113	112-250	0-182	0.5%	0-062	0.2%	21%	False	True	872,178
10	113-233	112-250	0-302	0.8%	0-063	0.2%	12%	False	True	784,841
20	113-233	112-250	0-302	0.8%	0-058	0.2%	12%	False	True	793,814
40	114-207	112-250	1-277	1.7%	0-071	0.2%	6%	False	True	822,032
60	114-207	112-250	1-277	1.7%	0-077	0.2%	6%	False	True	882,415
80	115-127	112-250	2-197	2.3%	0-088	0.2%	4%	False	True	681,215
100	116-033	112-250	3-102	2.9%	0-077	0.2%	4%	False	True	545,157

Crabel Price Patterns
NR	True
NR4	False
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	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-206
2.618	113-120
1.618	113-067
1.000	113-035
0.618	113-015
HIGH	112-302
0.618	112-282
0.500	112-276
0.382	112-270
LOW	112-250
0.618	112-218
1.000	112-198
1.618	112-165
2.618	112-113
4.250	112-027

Fisher Pivots for day following 17-May-2018
Pivot	1 day	3 day
R1	112-284	113-000
PP	112-280	112-309
S1	112-276	112-298

Download as Excel Spreadsheet

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

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