ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 21-Jun-2018

Day Change Summary
	Previous	Current
	20-Jun-2018	21-Jun-2018	Change	Change %	Previous Week
Open	113-218	113-155	-0-062	-0.2%	113-178
High	113-238	113-238	0-000	0.0%	113-210
Low	113-160	113-145	-0-015	0.0%	113-060
Close	113-178	113-222	0-045	0.1%	113-167
Range	0-078	0-093	0-015	19.4%	0-150
ATR	0-089	0-089	0-000	0.3%	0-000
Volume	1,787	1,831	44	2.5%	30,052

Daily Pivots for day following 21-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-159	114-123	113-273
R3	114-067	114-031	113-248
R2	113-294	113-294	113-239
R1	113-258	113-258	113-231	113-276
PP	113-202	113-202	113-202	113-211
S1	113-166	113-166	113-214	113-184
S2	113-109	113-109	113-206
S3	113-017	113-073	113-197
S4	112-244	112-301	113-172

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	113-145	0-138	0.4%	0-068	0.2%	56%	False	True	4,363
10	113-282	113-060	0-222	0.6%	0-068	0.2%	73%	False	False	5,570
20	114-222	113-060	1-162	1.3%	0-103	0.3%	34%	False	False	527,249
40	114-222	112-250	1-292	1.7%	0-082	0.2%	48%	False	False	690,735
60	114-222	112-250	1-292	1.7%	0-079	0.2%	48%	False	False	727,099
80	114-222	112-250	1-292	1.7%	0-082	0.2%	48%	False	False	776,306
100	115-127	112-250	2-197	2.3%	0-091	0.2%	35%	False	False	696,719
120	116-033	112-250	3-102	2.9%	0-083	0.2%	28%	False	False	580,822

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	114-311
2.618	114-160
1.618	114-067
1.000	114-010
0.618	113-295
HIGH	113-238
0.618	113-202
0.500	113-191
0.382	113-180
LOW	113-145
0.618	113-088
1.000	113-052
1.618	112-315
2.618	112-223
4.250	112-072

Fisher Pivots for day following 21-Jun-2018
Pivot	1 day	3 day
R1	113-212	113-220
PP	113-202	113-217
S1	113-191	113-214

Download as Excel Spreadsheet

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

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