ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 18-May-2018

Day Change Summary
	Previous	Current
	17-May-2018	18-May-2018	Change	Change %	Previous Week
Open	112-178	112-178	0-000	0.0%	113-000
High	112-202	112-258	0-055	0.2%	113-010
Low	112-147	112-167	0-020	0.1%	112-147
Close	112-185	112-247	0-062	0.2%	112-247
Range	0-055	0-090	0-035	63.6%	0-183
ATR	0-059	0-061	0-002	3.7%	0-000
Volume	72,464	121,887	49,423	68.2%	453,666

Daily Pivots for day following 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-174	113-141	112-297
R3	113-084	113-051	112-272
R2	112-314	112-314	112-264
R1	112-281	112-281	112-256	112-298
PP	112-224	112-224	112-224	112-232
S1	112-191	112-191	112-239	112-207
S2	112-134	112-134	112-231
S3	112-044	112-101	112-223
S4	111-274	112-011	112-198

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-149	114-061	113-028
R3	113-287	113-198	112-298
R2	113-104	113-104	112-281
R1	113-016	113-016	112-264	112-289
PP	112-242	112-242	112-242	112-218
S1	112-153	112-153	112-231	112-106
S2	112-059	112-059	112-214
S3	111-197	111-291	112-197
S4	111-014	111-108	112-147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-010	112-147	0-183	0.5%	0-073	0.2%	55%	False	False	90,733
10	113-085	112-147	0-258	0.7%	0-060	0.2%	39%	False	False	65,864
20	113-135	112-147	0-308	0.9%	0-053	0.1%	33%	False	False	37,331
40	114-173	112-147	2-025	1.8%	0-045	0.1%	15%	False	False	19,429

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	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-000
2.618	113-173
1.618	113-083
1.000	113-028
0.618	112-313
HIGH	112-258
0.618	112-223
0.500	112-212
0.382	112-202
LOW	112-167
0.618	112-112
1.000	112-077
1.618	112-022
2.618	111-252
4.250	111-105

Fisher Pivots for day following 18-May-2018
Pivot	1 day	3 day
R1	112-236	112-232
PP	112-224	112-217
S1	112-212	112-202

Download as Excel Spreadsheet

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

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