ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 21-Jun-2018

Day Change Summary
	Previous	Current
	20-Jun-2018	21-Jun-2018	Change	Change %	Previous Week
Open	113-120	113-065	-0-055	-0.2%	113-107
High	113-150	113-147	-0-003	0.0%	113-125
Low	113-065	113-050	-0-015	0.0%	112-290
Close	113-085	113-135	0-050	0.1%	113-078
Range	0-085	0-097	0-012	14.6%	0-155
ATR	0-093	0-093	0-000	0.4%	0-000
Volume	720,627	833,359	112,732	15.6%	4,024,601

Daily Pivots for day following 21-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-083	114-047	113-189
R3	113-306	113-269	113-162
R2	113-208	113-208	113-153
R1	113-172	113-172	113-144	113-190
PP	113-111	113-111	113-111	113-120
S1	113-074	113-074	113-126	113-093
S2	113-013	113-013	113-117
S3	112-236	112-297	113-108
S4	112-138	112-199	113-081

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-202	114-135	113-163
R3	114-047	113-300	113-120
R2	113-212	113-212	113-106
R1	113-145	113-145	113-092	113-101
PP	113-058	113-058	113-058	113-036
S1	112-310	112-310	113-063	112-266
S2	112-223	112-223	113-049
S3	112-068	112-155	113-035
S4	111-233	112-000	112-312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-200	113-050	0-150	0.4%	0-080	0.2%	57%	False	True	738,046
10	113-200	112-290	0-230	0.6%	0-079	0.2%	72%	False	False	776,722
20	114-153	112-290	1-182	1.4%	0-112	0.3%	33%	False	False	1,095,352
40	114-153	112-147	2-005	1.8%	0-084	0.2%	48%	False	False	599,553
60	114-173	112-147	2-025	1.8%	0-071	0.2%	46%	False	False	400,385
80	114-173	112-147	2-025	1.8%	0-053	0.1%	46%	False	False	300,289

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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-242
2.618	114-083
1.618	113-305
1.000	113-245
0.618	113-208
HIGH	113-147
0.618	113-110
0.500	113-099
0.382	113-087
LOW	113-050
0.618	112-310
1.000	112-273
1.618	112-212
2.618	112-115
4.250	111-276

Fisher Pivots for day following 21-Jun-2018
Pivot	1 day	3 day
R1	113-123	113-132
PP	113-111	113-128
S1	113-099	113-125

Download as Excel Spreadsheet

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

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