ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 19-Jun-2018

Day Change Summary
	Previous	Current
	18-Jun-2018	19-Jun-2018	Change	Change %	Previous Week
Open	113-170	113-222	0-052	0.1%	113-178
High	113-200	113-282	0-082	0.2%	113-210
Low	113-167	113-207	0-040	0.1%	113-060
Close	113-167	113-215	0-048	0.1%	113-167
Range	0-033	0-075	0-042	130.7%	0-150
ATR	0-088	0-090	0-002	2.2%	0-000
Volume	11,378	4,216	-7,162	-62.9%	30,052

Daily Pivots for day following 19-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-140	114-093	113-256
R3	114-065	114-018	113-236
R2	113-310	113-310	113-229
R1	113-263	113-263	113-222	113-249
PP	113-235	113-235	113-235	113-228
S1	113-187	113-187	113-208	113-174
S2	113-160	113-160	113-201
S3	113-085	113-112	113-194
S4	113-010	113-037	113-174

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-276	114-212	113-250
R3	114-126	114-062	113-209
R2	113-296	113-296	113-195
R1	113-232	113-232	113-181	113-189
PP	113-146	113-146	113-146	113-124
S1	113-082	113-082	113-154	113-039
S2	112-316	112-316	113-140
S3	112-166	112-252	113-126
S4	112-016	112-102	113-085

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-282	113-060	0-222	0.6%	0-068	0.2%	70%	True	False	7,645
10	113-282	113-060	0-222	0.6%	0-074	0.2%	70%	True	False	10,304
20	114-222	112-310	1-232	1.5%	0-102	0.3%	41%	False	False	675,786
40	114-222	112-250	1-292	1.7%	0-080	0.2%	47%	False	False	740,717
60	114-222	112-250	1-292	1.7%	0-080	0.2%	47%	False	False	759,158
80	114-222	112-250	1-292	1.7%	0-083	0.2%	47%	False	False	820,817
100	115-127	112-250	2-197	2.3%	0-091	0.3%	34%	False	False	696,740
120	116-033	112-250	3-102	2.9%	0-082	0.2%	27%	False	False	580,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-281
2.618	114-159
1.618	114-084
1.000	114-038
0.618	114-009
HIGH	113-282
0.618	113-254
0.500	113-245
0.382	113-236
LOW	113-207
0.618	113-161
1.000	113-132
1.618	113-086
2.618	113-011
4.250	112-209

Fisher Pivots for day following 19-Jun-2018
Pivot	1 day	3 day
R1	113-245	113-215
PP	113-235	113-215
S1	113-225	113-215

Download as Excel Spreadsheet

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

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