ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 11-Jun-2018

Day Change Summary
	Previous	Current
	08-Jun-2018	11-Jun-2018	Change	Change %	Previous Week
Open	113-213	113-178	-0-035	-0.1%	113-242
High	113-270	113-182	-0-088	-0.2%	113-282
Low	113-178	113-160	-0-018	0.0%	113-127
Close	113-207	113-170	-0-037	-0.1%	113-207
Range	0-093	0-022	-0-070	-75.7%	0-155
ATR	0-102	0-098	-0-004	-3.8%	0-000
Volume	6,437	3,630	-2,807	-43.6%	128,127

Daily Pivots for day following 11-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-238	113-227	113-182
R3	113-216	113-204	113-176
R2	113-193	113-193	113-174
R1	113-182	113-182	113-172	113-176
PP	113-171	113-171	113-171	113-168
S1	113-159	113-159	113-168	113-154
S2	113-148	113-148	113-166
S3	113-126	113-137	113-164
S4	113-103	113-114	113-158

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-031	114-274	113-293
R3	114-196	114-119	113-250
R2	114-041	114-041	113-236
R1	113-284	113-284	113-222	113-245
PP	113-206	113-206	113-206	113-186
S1	113-129	113-129	113-193	113-090
S2	113-051	113-051	113-179
S3	112-216	112-294	113-165
S4	112-061	112-139	113-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-282	113-127	0-155	0.4%	0-085	0.2%	27%	False	False	18,166
10	114-222	113-127	1-095	1.1%	0-128	0.4%	10%	False	False	634,241
20	114-222	112-250	1-292	1.7%	0-102	0.3%	39%	False	False	946,894
40	114-222	112-250	1-292	1.7%	0-080	0.2%	39%	False	False	847,481
60	114-222	112-250	1-292	1.7%	0-082	0.2%	39%	False	False	854,165
80	114-222	112-250	1-292	1.7%	0-085	0.2%	39%	False	False	866,035
100	115-127	112-250	2-197	2.3%	0-090	0.2%	29%	False	False	696,422
120	116-075	112-250	3-145	3.0%	0-079	0.2%	22%	False	False	580,442

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	0-017
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	113-278
2.618	113-241
1.618	113-219
1.000	113-205
0.618	113-196
HIGH	113-182
0.618	113-174
0.500	113-171
0.382	113-169
LOW	113-160
0.618	113-146
1.000	113-138
1.618	113-124
2.618	113-101
4.250	113-064

Fisher Pivots for day following 11-Jun-2018
Pivot	1 day	3 day
R1	113-171	113-205
PP	113-171	113-193
S1	113-170	113-182

Download as Excel Spreadsheet

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

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