ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 29-Jun-2018

Day Change Summary
	Previous	Current
	28-Jun-2018	29-Jun-2018	Change	Change %	Previous Week
Open	113-238	113-218	-0-020	-0.1%	113-127
High	113-255	113-225	-0-030	-0.1%	113-255
Low	113-198	113-167	-0-030	-0.1%	113-127
Close	113-205	113-198	-0-007	0.0%	113-198
Range	0-058	0-058	0-000	0.0%	0-128
ATR	0-084	0-082	-0-002	-2.2%	0-000
Volume	691,573	897,769	206,196	29.8%	4,105,408

Daily Pivots for day following 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-049	114-021	113-229
R3	113-312	113-283	113-213
R2	113-254	113-254	113-208
R1	113-226	113-226	113-203	113-211
PP	113-197	113-197	113-197	113-189
S1	113-168	113-168	113-192	113-154
S2	113-139	113-139	113-187
S3	113-082	113-111	113-182
S4	113-024	113-053	113-166

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-256	114-194	113-268
R3	114-128	114-067	113-233
R2	114-001	114-001	113-221
R1	113-259	113-259	113-209	113-290
PP	113-193	113-193	113-193	113-209
S1	113-132	113-132	113-186	113-162
S2	113-066	113-066	113-174
S3	112-258	113-004	113-162
S4	112-131	112-197	113-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-255	113-127	0-128	0.4%	0-063	0.2%	55%	False	False	821,081
10	113-255	113-050	0-205	0.6%	0-069	0.2%	72%	False	False	745,574
20	113-255	112-290	0-285	0.8%	0-079	0.2%	80%	False	False	796,363
40	114-153	112-147	2-005	1.8%	0-087	0.2%	57%	False	False	713,069
60	114-153	112-147	2-005	1.8%	0-074	0.2%	57%	False	False	476,909
80	114-173	112-147	2-025	1.8%	0-058	0.2%	56%	False	False	357,682

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	114-149
2.618	114-056
1.618	113-318
1.000	113-282
0.618	113-261
HIGH	113-225
0.618	113-203
0.500	113-196
0.382	113-189
LOW	113-167
0.618	113-132
1.000	113-110
1.618	113-074
2.618	113-017
4.250	112-243

Fisher Pivots for day following 29-Jun-2018
Pivot	1 day	3 day
R1	113-197	113-206
PP	113-197	113-203
S1	113-196	113-200

Download as Excel Spreadsheet

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

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