ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 24-Apr-2018

Day Change Summary
	Previous	Current
	23-Apr-2018	24-Apr-2018	Change	Change %	Previous Week
Open	113-015	113-000	-0-015	0.0%	113-175
High	113-033	113-025	-0-008	0.0%	113-220
Low	112-310	112-293	-0-018	0.0%	113-033
Close	113-010	113-025	0-015	0.0%	113-045
Range	0-042	0-052	0-010	23.5%	0-187
ATR	0-060	0-059	-0-001	-0.9%	0-000
Volume	5,615	348	-5,267	-93.8%	27,825

Daily Pivots for day following 24-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-165	113-147	113-054
R3	113-112	113-095	113-039
R2	113-060	113-060	113-035
R1	113-042	113-042	113-030	113-051
PP	113-007	113-007	113-007	113-012
S1	112-310	112-310	113-020	112-319
S2	112-275	112-275	113-015
S3	112-223	112-258	113-011
S4	112-170	112-205	112-316

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	113-142	112-293	0-170	0.5%	0-050	0.1%	31%	False	True	4,500
10	114-030	112-293	1-058	1.0%	0-058	0.2%	14%	False	True	3,582
20	114-173	112-293	1-200	1.4%	0-042	0.1%	10%	False	True	1,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-248
2.618	113-162
1.618	113-110
1.000	113-077
0.618	113-057
HIGH	113-025
0.618	113-005
0.500	112-319
0.382	112-313
LOW	112-293
0.618	112-260
1.000	112-240
1.618	112-208
2.618	112-155
4.250	112-069

Fisher Pivots for day following 24-Apr-2018
Pivot	1 day	3 day
R1	113-016	113-041
PP	113-007	113-036
S1	112-319	113-030

Download as Excel Spreadsheet

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

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