ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 03-Jul-2018

Day Change Summary
	Previous	Current
	02-Jul-2018	03-Jul-2018	Change	Change %	Previous Week
Open	113-180	113-150	-0-030	-0.1%	113-127
High	113-240	113-210	-0-030	-0.1%	113-255
Low	113-150	113-130	-0-020	-0.1%	113-127
Close	113-162	113-198	0-035	0.1%	113-198
Range	0-090	0-080	-0-010	-11.1%	0-128
ATR	0-082	0-082	0-000	-0.2%	0-000
Volume	637,797	629,289	-8,508	-1.3%	4,105,408

Daily Pivots for day following 03-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-099	114-068	113-242
R3	114-019	113-308	113-220
R2	113-259	113-259	113-212
R1	113-228	113-228	113-205	113-244
PP	113-179	113-179	113-179	113-187
S1	113-148	113-148	113-190	113-164
S2	113-099	113-099	113-183
S3	113-019	113-068	113-176
S4	112-259	112-308	113-154

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	113-130	0-125	0.3%	0-074	0.2%	54%	False	True	769,793
10	113-255	113-050	0-205	0.6%	0-071	0.2%	72%	False	False	741,251
20	113-255	112-290	0-285	0.8%	0-079	0.2%	80%	False	False	776,389
40	114-153	112-147	2-005	1.8%	0-088	0.2%	57%	False	False	743,749
60	114-153	112-147	2-005	1.8%	0-076	0.2%	57%	False	False	498,020
80	114-173	112-147	2-025	1.8%	0-060	0.2%	56%	False	False	373,521

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-230
2.618	114-099
1.618	114-019
1.000	113-290
0.618	113-259
HIGH	113-210
0.618	113-179
0.500	113-170
0.382	113-161
LOW	113-130
0.618	113-081
1.000	113-050
1.618	113-001
2.618	112-241
4.250	112-110

Fisher Pivots for day following 03-Jul-2018
Pivot	1 day	3 day
R1	113-188	113-193
PP	113-179	113-189
S1	113-170	113-185

Download as Excel Spreadsheet

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

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