ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 06-Jun-2018

Day Change Summary
	Previous	Current
	05-Jun-2018	06-Jun-2018	Change	Change %	Previous Week
Open	113-173	113-213	0-040	0.1%	113-218
High	113-253	113-215	-0-038	-0.1%	114-222
Low	113-173	113-140	-0-033	-0.1%	113-182
Close	113-222	113-150	-0-072	-0.2%	113-250
Range	0-080	0-075	-0-005	-6.2%	1-040
ATR	0-100	0-099	-0-001	-1.3%	0-000
Volume	29,801	13,076	-16,725	-56.1%	6,210,661

Daily Pivots for day following 06-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-073	114-027	113-191
R3	113-318	113-272	113-171
R2	113-243	113-243	113-164
R1	113-197	113-197	113-157	113-183
PP	113-168	113-168	113-168	113-161
S1	113-122	113-122	113-143	113-108
S2	113-093	113-093	113-136
S3	113-018	113-047	113-129
S4	112-263	112-292	113-109

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	114-045	113-140	0-225	0.6%	0-088	0.2%	4%	False	True	73,333
10	114-222	113-015	1-207	1.5%	0-133	0.4%	26%	False	False	1,255,461
20	114-222	112-250	1-292	1.7%	0-097	0.3%	36%	False	False	1,051,920
40	114-222	112-250	1-292	1.7%	0-079	0.2%	36%	False	False	903,174
60	114-222	112-250	1-292	1.7%	0-082	0.2%	36%	False	False	897,683
80	114-222	112-250	1-292	1.7%	0-085	0.2%	36%	False	False	866,880
100	115-127	112-250	2-197	2.3%	0-089	0.2%	26%	False	False	696,003
120	116-160	112-250	3-230	3.3%	0-076	0.2%	18%	False	False	580,042

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	114-214
2.618	114-091
1.618	114-016
1.000	113-290
0.618	113-261
HIGH	113-215
0.618	113-186
0.500	113-178
0.382	113-169
LOW	113-140
0.618	113-094
1.000	113-065
1.618	113-019
2.618	112-264
4.250	112-141

Fisher Pivots for day following 06-Jun-2018
Pivot	1 day	3 day
R1	113-178	113-196
PP	113-168	113-181
S1	113-159	113-165

Download as Excel Spreadsheet

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

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