ECBOT 10 Year T-Note Future June 2018

Trading Metrics calculated at close of trading on 23-May-2018

Day Change Summary
	Previous	Current
	22-May-2018	23-May-2018	Change	Change %	Previous Week
Open	118-280	118-280	0-000	0.0%	119-120
High	118-305	119-145	0-160	0.4%	119-155
Low	118-230	118-270	0-040	0.1%	118-105
Close	118-280	119-125	0-165	0.4%	118-270
Range	0-075	0-195	0-120	160.1%	1-050
ATR	0-118	0-124	0-005	4.6%	0-000
Volume	1,541,549	2,875,558	1,334,009	86.5%	8,448,220

Daily Pivots for day following 23-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-018	120-267	119-232
R3	120-143	120-072	119-179
R2	119-268	119-268	119-161
R1	119-197	119-197	119-143	119-232
PP	119-073	119-073	119-073	119-091
S1	119-002	119-002	119-107	119-038
S2	118-198	118-198	119-089
S3	118-003	118-127	119-071
S4	117-128	117-252	119-018

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-113	121-242	119-154
R3	121-063	120-192	119-052
R2	120-013	120-013	119-018
R1	119-142	119-142	118-304	119-053
PP	118-283	118-283	118-283	118-239
S1	118-092	118-092	118-236	118-002
S2	117-233	117-233	118-202
S3	116-183	117-042	118-168
S4	115-133	115-312	118-067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-145	118-105	1-040	0.9%	0-123	0.3%	94%	True	False	1,834,262
10	119-215	118-105	1-110	1.1%	0-129	0.3%	79%	False	False	1,680,431
20	119-315	118-105	1-210	1.4%	0-114	0.3%	64%	False	False	1,435,078
40	121-120	118-105	3-015	2.6%	0-119	0.3%	35%	False	False	1,393,516
60	121-120	118-105	3-015	2.6%	0-131	0.3%	35%	False	False	1,454,547
80	122-020	118-105	3-235	3.1%	0-150	0.4%	28%	False	False	1,194,839
100	123-240	118-105	5-135	4.5%	0-144	0.4%	20%	False	False	956,821
120	124-110	118-105	6-005	5.0%	0-124	0.3%	18%	False	False	797,387

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	0-025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-014
2.618	121-015
1.618	120-140
1.000	120-020
0.618	119-265
HIGH	119-145
0.618	119-071
0.500	119-048
0.382	119-024
LOW	118-270
0.618	118-150
1.000	118-075
1.618	117-275
2.618	117-080
4.250	116-081

Fisher Pivots for day following 23-May-2018
Pivot	1 day	3 day
R1	119-099	119-089
PP	119-073	119-053
S1	119-048	119-018

Download as Excel Spreadsheet

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

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