ECBOT 5 Year T-Note Future September 2018

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

Day Change Summary
	Previous	Current
	20-Apr-2018	23-Apr-2018	Change	Change %	Previous Week
Open	113-082	113-015	-0-067	-0.2%	113-175
High	113-110	113-033	-0-078	-0.2%	113-220
Low	113-033	112-310	-0-042	-0.1%	113-033
Close	113-045	113-010	-0-035	-0.1%	113-045
Range	0-078	0-042	-0-035	-45.2%	0-187
ATR	0-060	0-060	0-000	-0.6%	0-000
Volume	2,834	5,615	2,781	98.1%	27,825

Daily Pivots for day following 23-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-138	113-117	113-033
R3	113-096	113-074	113-022
R2	113-053	113-053	113-018
R1	113-032	113-032	113-014	113-021
PP	113-011	113-011	113-011	113-006
S1	112-309	112-309	113-006	112-299
S2	112-288	112-288	113-002
S3	112-246	112-267	112-318
S4	112-203	112-224	112-307

Weekly Pivots for week ending 20-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-022	114-221	113-148
R3	114-154	114-033	113-097
R2	113-287	113-287	113-079
R1	113-166	113-166	113-062	113-132
PP	113-099	113-099	113-099	113-083
S1	112-298	112-298	113-028	112-265
S2	112-232	112-232	113-011
S3	112-044	112-111	112-313
S4	111-177	111-243	112-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-213	112-310	0-222	0.6%	0-048	0.1%	9%	False	True	5,801
10	114-030	112-310	1-040	1.0%	0-058	0.2%	6%	False	True	3,569
20	114-173	112-310	1-182	1.4%	0-039	0.1%	4%	False	True	1,808

Crabel Price Patterns
NR	True
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	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-213
2.618	113-144
1.618	113-101
1.000	113-075
0.618	113-059
HIGH	113-033
0.618	113-016
0.500	113-011
0.382	113-006
LOW	112-310
0.618	112-284
1.000	112-268
1.618	112-241
2.618	112-199
4.250	112-129

Fisher Pivots for day following 23-Apr-2018
Pivot	1 day	3 day
R1	113-011	113-066
PP	113-011	113-048
S1	113-010	113-029

Download as Excel Spreadsheet

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

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