ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 02-Jul-2018

Day Change Summary
	Previous	Current
	29-Jun-2018	02-Jul-2018	Change	Change %	Previous Week
Open	113-218	113-180	-0-038	-0.1%	113-127
High	113-225	113-240	0-015	0.0%	113-255
Low	113-167	113-150	-0-017	0.0%	113-127
Close	113-198	113-162	-0-035	-0.1%	113-198
Range	0-058	0-090	0-032	56.5%	0-128
ATR	0-082	0-082	0-001	0.7%	0-000
Volume	897,769	637,797	-259,972	-29.0%	4,105,408

Daily Pivots for day following 02-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-134	114-078	113-212
R3	114-044	113-308	113-187
R2	113-274	113-274	113-179
R1	113-218	113-218	113-171	113-201
PP	113-184	113-184	113-184	113-176
S1	113-128	113-128	113-154	113-111
S2	113-094	113-094	113-146
S3	113-004	113-038	113-138
S4	112-234	112-268	113-113

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	113-133	0-122	0.3%	0-069	0.2%	24%	False	False	772,667
10	113-255	113-050	0-205	0.6%	0-074	0.2%	55%	False	False	762,357
20	113-255	112-290	0-285	0.8%	0-079	0.2%	68%	False	False	787,893
40	114-153	112-147	2-005	1.8%	0-087	0.2%	52%	False	False	728,346
60	114-153	112-147	2-005	1.8%	0-076	0.2%	52%	False	False	487,539
80	114-173	112-147	2-025	1.8%	0-059	0.2%	50%	False	False	365,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	114-302
2.618	114-156
1.618	114-066
1.000	114-010
0.618	113-296
HIGH	113-240
0.618	113-206
0.500	113-195
0.382	113-184
LOW	113-150
0.618	113-094
1.000	113-060
1.618	113-004
2.618	112-234
4.250	112-088

Fisher Pivots for day following 02-Jul-2018
Pivot	1 day	3 day
R1	113-195	113-203
PP	113-184	113-189
S1	113-173	113-176

Download as Excel Spreadsheet

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

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