ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 22-Jun-2018

Day Change Summary
	Previous	Current
	21-Jun-2018	22-Jun-2018	Change	Change %	Previous Week
Open	113-065	113-133	0-068	0.2%	113-080
High	113-147	113-142	-0-005	0.0%	113-200
Low	113-050	113-095	0-045	0.1%	113-050
Close	113-135	113-125	-0-010	0.0%	113-125
Range	0-097	0-047	-0-050	-51.3%	0-150
ATR	0-093	0-090	-0-003	-3.5%	0-000
Volume	833,359	486,038	-347,321	-41.7%	3,350,338

Daily Pivots for day following 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-263	113-242	113-151
R3	113-216	113-194	113-138
R2	113-168	113-168	113-134
R1	113-147	113-147	113-129	113-134
PP	113-121	113-121	113-121	113-114
S1	113-099	113-099	113-121	113-086
S2	113-073	113-073	113-116
S3	113-026	113-052	113-112
S4	112-298	113-004	113-099

Weekly Pivots for week ending 22-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-255	114-180	113-207
R3	114-105	114-030	113-166
R2	113-275	113-275	113-152
R1	113-200	113-200	113-139	113-237
PP	113-125	113-125	113-125	113-144
S1	113-050	113-050	113-111	113-088
S2	112-295	112-295	113-097
S3	112-145	112-220	113-084
S4	111-315	112-070	113-043

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%	0-075	0.2%	50%	False	False	670,067
10	113-200	112-290	0-230	0.6%	0-074	0.2%	67%	False	False	737,493
20	114-153	112-290	1-182	1.4%	0-110	0.3%	31%	False	False	1,064,099
40	114-153	112-147	2-005	1.8%	0-084	0.2%	46%	False	False	611,141
60	114-173	112-147	2-025	1.8%	0-071	0.2%	45%	False	False	408,486
80	114-173	112-147	2-025	1.8%	0-054	0.1%	45%	False	False	306,364

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-024
2.618	113-267
1.618	113-219
1.000	113-190
0.618	113-172
HIGH	113-142
0.618	113-124
0.500	113-119
0.382	113-113
LOW	113-095
0.618	113-066
1.000	113-048
1.618	113-018
2.618	112-291
4.250	112-213

Fisher Pivots for day following 22-Jun-2018
Pivot	1 day	3 day
R1	113-123	113-117
PP	113-121	113-108
S1	113-119	113-100

Download as Excel Spreadsheet

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

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