ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 24-May-2018

Day Change Summary
	Previous	Current
	23-May-2018	24-May-2018	Change	Change %	Previous Week
Open	113-020	113-125	0-105	0.3%	113-090
High	113-130	113-187	0-057	0.2%	113-107
Low	113-015	113-102	0-087	0.2%	112-250
Close	113-118	113-145	0-027	0.1%	113-025
Range	0-115	0-085	-0-030	-26.1%	0-177
ATR	0-068	0-069	0-001	1.8%	0-000
Volume	2,103,219	1,949,168	-154,051	-7.3%	4,648,515

Daily Pivots for day following 24-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-080	114-037	113-192
R3	113-315	113-272	113-168
R2	113-230	113-230	113-161
R1	113-187	113-187	113-153	113-209
PP	113-145	113-145	113-145	113-156
S1	113-102	113-102	113-137	113-124
S2	113-060	113-060	113-129
S3	112-295	113-018	113-122
S4	112-210	112-253	113-098

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	113-187	112-267	0-240	0.7%	0-074	0.2%	82%	True	False	1,317,434
10	113-187	112-250	0-257	0.7%	0-068	0.2%	83%	True	False	1,094,806
20	113-233	112-250	0-302	0.8%	0-062	0.2%	71%	False	False	909,530
40	114-207	112-250	1-277	1.6%	0-066	0.2%	36%	False	False	842,375
60	114-207	112-250	1-277	1.6%	0-076	0.2%	36%	False	False	873,653
80	115-127	112-250	2-197	2.3%	0-088	0.2%	26%	False	False	763,399
100	115-293	112-250	3-042	2.8%	0-080	0.2%	21%	False	False	611,028
120	116-160	112-250	3-230	3.3%	0-067	0.2%	18%	False	False	509,190

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-229
2.618	114-090
1.618	114-005
1.000	113-272
0.618	113-240
HIGH	113-187
0.618	113-155
0.500	113-145
0.382	113-135
LOW	113-102
0.618	113-050
1.000	113-018
1.618	112-285
2.618	112-200
4.250	112-061

Fisher Pivots for day following 24-May-2018
Pivot	1 day	3 day
R1	113-145	113-126
PP	113-145	113-107
S1	113-145	113-089

Download as Excel Spreadsheet

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

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