ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 08-Jun-2018

Day Change Summary
	Previous	Current
	07-Jun-2018	08-Jun-2018	Change	Change %	Previous Week
Open	113-065	113-138	0-073	0.2%	113-153
High	113-202	113-187	-0-015	0.0%	113-202
Low	113-035	113-090	0-055	0.2%	113-035
Close	113-113	113-120	0-007	0.0%	113-120
Range	0-167	0-097	-0-070	-41.8%	0-167
ATR	0-105	0-105	-0-001	-0.5%	0-000
Volume	1,101,339	878,320	-223,019	-20.2%	4,446,922

Daily Pivots for day following 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-105	114-050	113-174
R3	114-007	113-272	113-147
R2	113-230	113-230	113-138
R1	113-175	113-175	113-129	113-154
PP	113-133	113-133	113-133	113-122
S1	113-078	113-078	113-111	113-056
S2	113-035	113-035	113-102
S3	112-258	112-300	113-093
S4	112-160	112-203	113-066

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-302	114-218	113-212
R3	114-134	114-051	113-166
R2	113-287	113-287	113-151
R1	113-203	113-203	113-135	113-161
PP	113-119	113-119	113-119	113-098
S1	113-036	113-036	113-105	112-314
S2	112-272	112-272	113-089
S3	112-104	112-188	113-074
S4	111-257	112-021	113-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-202	113-035	0-167	0.5%	0-103	0.3%	51%	False	False	889,384
10	114-153	113-027	1-125	1.2%	0-147	0.4%	21%	False	False	1,390,705
20	114-153	112-147	2-005	1.8%	0-107	0.3%	45%	False	False	840,985
40	114-153	112-147	2-005	1.8%	0-078	0.2%	45%	False	False	428,294
60	114-173	112-147	2-025	1.8%	0-059	0.2%	44%	False	False	285,570

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-282
2.618	114-123
1.618	114-025
1.000	113-285
0.618	113-248
HIGH	113-187
0.618	113-150
0.500	113-139
0.382	113-127
LOW	113-090
0.618	113-030
1.000	112-313
1.618	112-252
2.618	112-155
4.250	111-316

Fisher Pivots for day following 08-Jun-2018
Pivot	1 day	3 day
R1	113-139	113-120
PP	113-133	113-119
S1	113-126	113-119

Download as Excel Spreadsheet

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

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