ECBOT 5 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 28-Jun-2018

Day Change Summary
	Previous	Current
	27-Jun-2018	28-Jun-2018	Change	Change %	Previous Week
Open	113-305	114-000	0-015	0.0%	113-170
High	114-013	114-018	0-005	0.0%	113-282
Low	113-253	113-293	0-040	0.1%	113-145
Close	114-013	113-298	-0-035	-0.1%	113-218
Range	0-080	0-045	-0-035	-43.8%	0-138
ATR	0-081	0-078	-0-003	-3.2%	0-000
Volume	2,016	10,587	8,571	425.1%	21,812

Daily Pivots for day following 28-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-124	114-096	114-002
R3	114-079	114-051	113-310
R2	114-034	114-034	113-306
R1	114-006	114-006	113-302	113-318
PP	113-309	113-309	113-309	113-305
S1	113-281	113-281	113-293	113-273
S2	113-264	113-264	113-289
S3	113-219	113-236	113-285
S4	113-174	113-191	113-273

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	114-018	113-187	0-150	0.4%	0-053	0.1%	73%	True	False	3,405
10	114-018	113-145	0-193	0.5%	0-060	0.2%	79%	True	False	3,884
20	114-018	113-060	0-278	0.8%	0-073	0.2%	86%	True	False	13,341
40	114-222	112-250	1-292	1.7%	0-082	0.2%	60%	False	False	597,751
60	114-222	112-250	1-292	1.7%	0-076	0.2%	60%	False	False	653,605
80	114-222	112-250	1-292	1.7%	0-079	0.2%	60%	False	False	711,160
100	115-127	112-250	2-197	2.3%	0-087	0.2%	44%	False	False	696,174
120	115-202	112-250	2-272	2.5%	0-085	0.2%	40%	False	False	580,952

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	0-014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	114-209
2.618	114-135
1.618	114-090
1.000	114-062
0.618	114-045
HIGH	114-018
0.618	114-000
0.500	113-315
0.382	113-310
LOW	113-293
0.618	113-265
1.000	113-248
1.618	113-220
2.618	113-175
4.250	113-101

Fisher Pivots for day following 28-Jun-2018
Pivot	1 day	3 day
R1	113-315	113-292
PP	113-309	113-287
S1	113-303	113-281

Download as Excel Spreadsheet

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

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