ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 04-Jun-2018

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	113-258	113-153	-0-105	-0.3%	113-130
High	113-258	113-162	-0-095	-0.3%	114-153
Low	113-120	113-080	-0-040	-0.1%	113-090
Close	113-167	113-100	-0-067	-0.2%	113-167
Range	0-138	0-082	-0-055	-40.0%	1-062
ATR	0-104	0-103	-0-001	-1.1%	0-000
Volume	1,185,121	807,203	-377,918	-31.9%	7,927,797

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-042	113-313	113-145
R3	113-279	113-231	113-123
R2	113-197	113-197	113-115
R1	113-148	113-148	113-108	113-131
PP	113-114	113-114	113-114	113-106
S1	113-066	113-066	113-092	113-049
S2	113-032	113-032	113-085
S3	112-269	112-303	113-077
S4	112-187	112-221	113-055

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	117-111	116-202	114-058
R3	116-048	115-139	113-273
R2	114-306	114-306	113-238
R1	114-077	114-077	113-203	114-191
PP	113-243	113-243	113-243	113-301
S1	113-014	113-014	113-132	113-129
S2	112-181	112-181	113-097
S3	111-118	111-272	113-062
S4	110-056	110-209	112-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-153	113-080	1-073	1.1%	0-183	0.5%	5%	False	True	1,747,000
10	114-153	112-210	1-262	1.6%	0-131	0.4%	36%	False	False	1,271,736
20	114-153	112-147	2-005	1.8%	0-096	0.3%	42%	False	False	668,800
40	114-153	112-147	2-005	1.8%	0-074	0.2%	42%	False	False	337,363
60	114-173	112-147	2-025	1.8%	0-052	0.1%	41%	False	False	224,908

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	114-193
2.618	114-058
1.618	113-296
1.000	113-245
0.618	113-213
HIGH	113-162
0.618	113-131
0.500	113-121
0.382	113-112
LOW	113-080
0.618	113-029
1.000	112-318
1.618	112-267
2.618	112-184
4.250	112-049

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	113-121	113-186
PP	113-114	113-158
S1	113-107	113-129

Download as Excel Spreadsheet

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

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