ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 21-May-2018

Day Change Summary
	Previous	Current
	18-May-2018	21-May-2018	Change	Change %	Previous Week
Open	112-282	113-005	0-042	0.1%	113-090
High	113-035	113-027	-0-008	0.0%	113-107
Low	112-267	112-307	0-040	0.1%	112-250
Close	113-025	113-020	-0-005	0.0%	113-025
Range	0-088	0-040	-0-048	-54.3%	0-177
ATR	0-068	0-066	-0-002	-2.9%	0-000
Volume	847,978	815,671	-32,307	-3.8%	4,648,515

Daily Pivots for day following 21-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-132	113-116	113-042
R3	113-092	113-076	113-031
R2	113-052	113-052	113-027
R1	113-036	113-036	113-024	113-044
PP	113-012	113-012	113-012	113-016
S1	112-316	112-316	113-016	113-004
S2	112-292	112-292	113-013
S3	112-252	112-276	113-009
S4	112-212	112-236	112-318

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-233	114-147	113-123
R3	114-056	113-289	113-074
R2	113-198	113-198	113-058
R1	113-112	113-112	113-041	113-066
PP	113-021	113-021	113-021	112-318
S1	112-254	112-254	113-009	112-209
S2	112-163	112-163	112-312
S3	111-306	112-077	112-296
S4	111-128	111-219	112-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-070	112-250	0-140	0.4%	0-071	0.2%	64%	False	False	968,022
10	113-173	112-250	0-242	0.7%	0-064	0.2%	37%	False	False	825,540
20	113-233	112-250	0-302	0.8%	0-059	0.2%	30%	False	False	805,648
40	114-207	112-250	1-277	1.7%	0-069	0.2%	15%	False	False	800,844
60	114-207	112-250	1-277	1.7%	0-076	0.2%	15%	False	False	869,161
80	115-127	112-250	2-197	2.3%	0-088	0.2%	11%	False	False	701,979
100	116-033	112-250	3-102	2.9%	0-078	0.2%	8%	False	False	561,793
120	116-210	112-250	3-280	3.4%	0-065	0.2%	7%	False	False	468,161

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113-197
2.618	113-132
1.618	113-092
1.000	113-067
0.618	113-052
HIGH	113-027
0.618	113-012
0.500	113-007
0.382	113-003
LOW	112-307
0.618	112-283
1.000	112-267
1.618	112-243
2.618	112-203
4.250	112-137

Fisher Pivots for day following 21-May-2018
Pivot	1 day	3 day
R1	113-016	113-008
PP	113-012	112-315
S1	113-007	112-303

Download as Excel Spreadsheet

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

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