ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 14-May-2018

Day Change Summary
	Previous	Current
	11-May-2018	14-May-2018	Change	Change %	Previous Week
Open	113-000	113-000	0-000	0.0%	113-062
High	113-015	113-010	-0-005	0.0%	113-085
Low	112-307	112-282	-0-025	-0.1%	112-302
Close	112-318	112-302	-0-015	0.0%	112-318
Range	0-028	0-048	0-020	72.7%	0-102
ATR	0-055	0-054	-0-001	-1.0%	0-000
Volume	8,954	26,256	17,302	193.2%	204,978

Daily Pivots for day following 14-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-128	113-103	113-009
R3	113-080	113-055	112-316
R2	113-033	113-033	112-311
R1	113-008	113-008	112-307	112-316
PP	112-305	112-305	112-305	112-299
S1	112-280	112-280	112-298	112-269
S2	112-257	112-257	112-294
S3	112-210	112-232	112-289
S4	112-162	112-185	112-276

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-009	113-266	113-054
R3	113-227	113-163	113-026
R2	113-124	113-124	113-016
R1	113-061	113-061	113-007	113-041
PP	113-022	113-022	113-022	113-012
S1	112-278	112-278	112-308	112-259
S2	112-239	112-239	112-299
S3	112-137	112-176	112-289
S4	112-034	112-073	112-261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-073	112-282	0-110	0.3%	0-050	0.1%	18%	False	True	43,611
10	113-135	112-282	0-173	0.5%	0-048	0.1%	12%	False	True	28,023
20	113-213	112-282	0-250	0.7%	0-047	0.1%	8%	False	True	17,130
40	114-173	112-282	1-210	1.5%	0-037	0.1%	4%	False	True	8,743

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	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-212
2.618	113-134
1.618	113-087
1.000	113-058
0.618	113-039
HIGH	113-010
0.618	112-312
0.500	112-306
0.382	112-301
LOW	112-282
0.618	112-253
1.000	112-235
1.618	112-206
2.618	112-158
4.250	112-081

Fisher Pivots for day following 14-May-2018
Pivot	1 day	3 day
R1	112-306	113-011
PP	112-305	113-002
S1	112-304	112-312

Download as Excel Spreadsheet

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

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