ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	114-020	114-015	-0-005	0.0%	113-218
High	114-045	114-015	-0-030	-0.1%	114-222
Low	113-285	113-205	-0-080	-0.2%	113-182
Close	114-035	113-250	-0-105	-0.3%	113-250
Range	0-080	0-130	0-050	62.5%	1-040
ATR	0-100	0-104	0-004	3.6%	0-000
Volume	210,457	72,405	-138,052	-65.6%	6,210,661

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-013	114-262	114-002
R3	114-203	114-132	113-286
R2	114-073	114-073	113-274
R1	114-002	114-002	113-262	113-293
PP	113-263	113-263	113-263	113-249
S1	113-192	113-192	113-238	113-162
S2	113-133	113-133	113-226
S3	113-003	113-062	113-214
S4	112-193	112-252	113-179

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	117-125	116-228	114-128
R3	116-085	115-188	114-029
R2	115-045	115-045	113-316
R1	114-148	114-148	113-283	114-256
PP	114-005	114-005	114-005	114-059
S1	113-108	113-108	113-217	113-216
S2	112-285	112-285	113-184
S3	111-245	112-068	113-151
S4	110-205	111-028	113-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-222	113-122	1-100	1.2%	0-180	0.5%	30%	False	False	1,683,685
10	114-222	112-267	1-275	1.6%	0-127	0.3%	51%	False	False	1,500,559
20	114-222	112-250	1-292	1.7%	0-095	0.3%	52%	False	False	1,142,700
40	114-222	112-250	1-292	1.7%	0-079	0.2%	52%	False	False	958,750
60	114-222	112-250	1-292	1.7%	0-081	0.2%	52%	False	False	930,165
80	114-270	112-250	2-020	1.8%	0-088	0.2%	48%	False	False	867,393
100	115-193	112-250	2-262	2.5%	0-088	0.2%	35%	False	False	695,196
120	116-160	112-250	3-230	3.3%	0-074	0.2%	27%	False	False	579,344

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-248
2.618	115-035
1.618	114-225
1.000	114-145
0.618	114-095
HIGH	114-015
0.618	113-285
0.500	113-270
0.382	113-255
LOW	113-205
0.618	113-125
1.000	113-075
1.618	112-315
2.618	112-185
4.250	111-292

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	113-270	114-054
PP	113-263	114-013
S1	113-257	113-291

Download as Excel Spreadsheet

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

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