ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	113-242	113-173	-0-070	-0.2%	113-218
High	113-247	113-253	0-005	0.0%	114-222
Low	113-170	113-173	0-002	0.0%	113-182
Close	113-185	113-222	0-038	0.1%	113-250
Range	0-077	0-080	0-003	3.3%	1-040
ATR	0-102	0-100	-0-002	-1.5%	0-000
Volume	40,926	29,801	-11,125	-27.2%	6,210,661

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-136	114-099	113-266
R3	114-056	114-019	113-244
R2	113-296	113-296	113-237
R1	113-259	113-259	113-230	113-278
PP	113-216	113-216	113-216	113-225
S1	113-179	113-179	113-215	113-198
S2	113-136	113-136	113-208
S3	113-056	113-099	113-200
S4	112-296	113-019	113-178

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	113-170	1-052	1.0%	0-120	0.3%	14%	False	False	398,184
10	114-222	112-310	1-232	1.5%	0-129	0.4%	42%	False	False	1,341,267
20	114-222	112-250	1-292	1.7%	0-096	0.3%	48%	False	False	1,083,404
40	114-222	112-250	1-292	1.7%	0-079	0.2%	48%	False	False	922,256
60	114-222	112-250	1-292	1.7%	0-081	0.2%	48%	False	False	906,514
80	114-270	112-250	2-020	1.8%	0-087	0.2%	44%	False	False	867,136
100	115-150	112-250	2-220	2.4%	0-089	0.2%	34%	False	False	695,884
120	116-160	112-250	3-230	3.3%	0-076	0.2%	25%	False	False	579,933

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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-273
2.618	114-142
1.618	114-062
1.000	114-013
0.618	113-302
HIGH	113-253
0.618	113-222
0.500	113-213
0.382	113-203
LOW	113-173
0.618	113-123
1.000	113-093
1.618	113-043
2.618	112-283
4.250	112-153

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	113-219	113-253
PP	113-216	113-243
S1	113-213	113-233

Download as Excel Spreadsheet

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

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