ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 25-Jun-2018

Day Change Summary
	Previous	Current
	22-Jun-2018	25-Jun-2018	Change	Change %	Previous Week
Open	113-202	113-265	0-062	0.2%	113-170
High	113-233	113-270	0-038	0.1%	113-282
Low	113-187	113-225	0-038	0.1%	113-145
Close	113-218	113-262	0-045	0.1%	113-218
Range	0-045	0-045	0-000	0.0%	0-138
ATR	0-086	0-084	-0-002	-2.8%	0-000
Volume	2,600	1,441	-1,159	-44.6%	21,812

Daily Pivots for day following 25-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-068	114-050	113-287
R3	114-023	114-005	113-275
R2	113-298	113-298	113-271
R1	113-280	113-280	113-267	113-266
PP	113-253	113-253	113-253	113-246
S1	113-235	113-235	113-258	113-221
S2	113-207	113-207	113-254
S3	113-162	113-190	113-250
S4	113-117	113-145	113-238

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-308	114-240	113-293
R3	114-170	114-103	113-255
R2	114-033	114-033	113-243
R1	113-285	113-285	113-230	113-319
PP	113-215	113-215	113-215	113-232
S1	113-147	113-147	113-205	113-181
S2	113-077	113-077	113-192
S3	112-260	113-010	113-180
S4	112-122	112-192	113-142

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%	0-067	0.2%	85%	False	False	2,375
10	113-282	113-060	0-222	0.6%	0-066	0.2%	91%	False	False	4,967
20	114-222	113-060	1-162	1.3%	0-097	0.3%	42%	False	False	319,604
40	114-222	112-250	1-292	1.7%	0-081	0.2%	54%	False	False	652,634
60	114-222	112-250	1-292	1.7%	0-078	0.2%	54%	False	False	690,235
80	114-222	112-250	1-292	1.7%	0-080	0.2%	54%	False	False	745,193
100	115-127	112-250	2-197	2.3%	0-090	0.2%	40%	False	False	696,612
120	115-265	112-250	3-015	2.7%	0-084	0.2%	34%	False	False	580,856

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-013

Fibonacci Retracements and Extensions
4.250	114-141
2.618	114-068
1.618	114-023
1.000	113-315
0.618	113-298
HIGH	113-270
0.618	113-253
0.500	113-248
0.382	113-242
LOW	113-225
0.618	113-197
1.000	113-180
1.618	113-152
2.618	113-107
4.250	113-034

Fisher Pivots for day following 25-Jun-2018
Pivot	1 day	3 day
R1	113-257	113-244
PP	113-253	113-226
S1	113-248	113-208

Download as Excel Spreadsheet

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

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