ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	113-150	113-205	0-055	0.2%	113-127
High	113-210	113-215	0-005	0.0%	113-255
Low	113-130	113-160	0-030	0.1%	113-127
Close	113-198	113-175	-0-022	-0.1%	113-198
Range	0-080	0-055	-0-025	-31.2%	0-128
ATR	0-082	0-080	-0-002	-2.4%	0-000
Volume	629,289	592,589	-36,700	-5.8%	4,105,408

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-028	113-317	113-205
R3	113-293	113-262	113-190
R2	113-238	113-238	113-185
R1	113-207	113-207	113-180	113-195
PP	113-183	113-183	113-183	113-178
S1	113-152	113-152	113-170	113-140
S2	113-128	113-128	113-165
S3	113-073	113-097	113-160
S4	113-018	113-042	113-145

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%	0-068	0.2%	36%	False	False	689,803
10	113-255	113-050	0-205	0.6%	0-068	0.2%	61%	False	False	728,448
20	113-255	112-290	0-285	0.8%	0-077	0.2%	72%	False	False	765,984
40	114-153	112-147	2-005	1.8%	0-088	0.2%	54%	False	False	757,841
60	114-153	112-147	2-005	1.8%	0-076	0.2%	54%	False	False	507,893
80	114-173	112-147	2-025	1.8%	0-060	0.2%	52%	False	False	380,928

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114-129
2.618	114-039
1.618	113-304
1.000	113-270
0.618	113-249
HIGH	113-215
0.618	113-194
0.500	113-188
0.382	113-181
LOW	113-160
0.618	113-126
1.000	113-105
1.618	113-071
2.618	113-016
4.250	112-246

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	113-188	113-185
PP	113-183	113-182
S1	113-179	113-178

Download as Excel Spreadsheet

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

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