ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 28-Jun-2018

Day Change Summary
	Previous	Current
	27-Jun-2018	28-Jun-2018	Change	Change %	Previous Week
Open	113-165	113-238	0-073	0.2%	113-080
High	113-245	113-255	0-010	0.0%	113-200
Low	113-158	113-198	0-040	0.1%	113-050
Close	113-242	113-205	-0-038	-0.1%	113-125
Range	0-087	0-058	-0-030	-34.3%	0-150
ATR	0-086	0-084	-0-002	-2.3%	0-000
Volume	992,541	691,573	-300,968	-30.3%	3,350,338

Daily Pivots for day following 28-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-072	114-036	113-237
R3	114-014	113-298	113-221
R2	113-277	113-277	113-216
R1	113-241	113-241	113-210	113-230
PP	113-219	113-219	113-219	113-214
S1	113-183	113-183	113-200	113-172
S2	113-162	113-162	113-194
S3	113-104	113-126	113-189
S4	113-047	113-068	113-173

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	113-255	113-095	0-160	0.4%	0-061	0.2%	69%	True	False	738,735
10	113-255	113-050	0-205	0.6%	0-070	0.2%	76%	True	False	738,391
20	113-258	112-290	0-287	0.8%	0-083	0.2%	82%	False	False	810,731
40	114-153	112-147	2-005	1.8%	0-087	0.2%	59%	False	False	690,839
60	114-153	112-147	2-005	1.8%	0-073	0.2%	59%	False	False	461,947
80	114-173	112-147	2-025	1.8%	0-057	0.2%	57%	False	False	346,460

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-179
2.618	114-086
1.618	114-028
1.000	113-313
0.618	113-291
HIGH	113-255
0.618	113-233
0.500	113-226
0.382	113-219
LOW	113-198
0.618	113-162
1.000	113-140
1.618	113-104
2.618	113-047
4.250	112-273

Fisher Pivots for day following 28-Jun-2018
Pivot	1 day	3 day
R1	113-226	113-201
PP	113-219	113-198
S1	113-212	113-194

Download as Excel Spreadsheet

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

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