ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 27-Jun-2018

Day Change Summary
	Previous	Current
	26-Jun-2018	27-Jun-2018	Change	Change %	Previous Week
Open	113-253	113-305	0-052	0.1%	113-170
High	113-273	114-013	0-060	0.2%	113-282
Low	113-225	113-253	0-028	0.1%	113-145
Close	113-260	114-013	0-073	0.2%	113-218
Range	0-048	0-080	0-032	68.4%	0-138
ATR	0-081	0-081	0-000	-0.1%	0-000
Volume	381	2,016	1,635	429.1%	21,812

Daily Pivots for day following 27-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-226	114-199	114-057
R3	114-146	114-119	114-035
R2	114-066	114-066	114-027
R1	114-039	114-039	114-020	114-053
PP	113-306	113-306	113-306	113-313
S1	113-279	113-279	114-005	113-293
S2	113-226	113-226	113-318
S3	113-146	113-199	113-311
S4	113-066	113-119	113-289

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	114-013	113-145	0-188	0.5%	0-062	0.2%	100%	True	False	1,653
10	114-013	113-107	0-225	0.6%	0-062	0.2%	100%	True	False	3,474
20	114-045	113-060	0-305	0.8%	0-075	0.2%	89%	False	False	23,334
40	114-222	112-250	1-292	1.7%	0-082	0.2%	66%	False	False	617,837
60	114-222	112-250	1-292	1.7%	0-076	0.2%	66%	False	False	665,777
80	114-222	112-250	1-292	1.7%	0-079	0.2%	66%	False	False	720,775
100	115-127	112-250	2-197	2.3%	0-089	0.2%	48%	False	False	696,366
120	115-202	112-250	2-272	2.5%	0-085	0.2%	44%	False	False	580,876

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	0-014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-033
2.618	114-222
1.618	114-142
1.000	114-093
0.618	114-062
HIGH	114-013
0.618	113-302
0.500	113-293
0.382	113-283
LOW	113-253
0.618	113-203
1.000	113-173
1.618	113-123
2.618	113-043
4.250	112-233

Fisher Pivots for day following 27-Jun-2018
Pivot	1 day	3 day
R1	113-319	113-315
PP	113-306	113-297
S1	113-293	113-279

Download as Excel Spreadsheet

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

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