ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 06-Jul-2018

Day Change Summary
	Previous	Current
	05-Jul-2018	06-Jul-2018	Change	Change %	Previous Week
Open	113-205	113-195	-0-010	0.0%	113-180
High	113-215	113-260	0-045	0.1%	113-260
Low	113-160	113-173	0-013	0.0%	113-130
Close	113-175	113-205	0-030	0.1%	113-205
Range	0-055	0-087	0-032	59.0%	0-130
ATR	0-080	0-081	0-001	0.7%	0-000
Volume	592,589	555,407	-37,182	-6.3%	2,415,082

Daily Pivots for day following 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-155	114-107	113-253
R3	114-067	114-020	113-229
R2	113-300	113-300	113-221
R1	113-252	113-252	113-213	113-276
PP	113-213	113-213	113-213	113-224
S1	113-165	113-165	113-197	113-189
S2	113-125	113-125	113-189
S3	113-038	113-078	113-181
S4	112-270	112-310	113-157

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-268	114-207	113-276
R3	114-138	114-077	113-241
R2	114-008	114-008	113-229
R1	113-267	113-267	113-217	113-297
PP	113-198	113-198	113-198	113-214
S1	113-137	113-137	113-193	113-168
S2	113-068	113-068	113-181
S3	112-258	113-007	113-169
S4	112-128	112-197	113-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-260	113-130	0-130	0.4%	0-074	0.2%	58%	True	False	662,570
10	113-260	113-095	0-165	0.5%	0-067	0.2%	67%	True	False	700,652
20	113-260	112-290	0-290	0.8%	0-073	0.2%	81%	True	False	738,687
40	114-153	112-147	2-005	1.8%	0-090	0.2%	59%	False	False	769,262
60	114-153	112-147	2-005	1.8%	0-077	0.2%	59%	False	False	517,133
80	114-173	112-147	2-025	1.8%	0-061	0.2%	57%	False	False	387,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-312
2.618	114-169
1.618	114-082
1.000	114-027
0.618	113-314
HIGH	113-260
0.618	113-227
0.500	113-216
0.382	113-206
LOW	113-173
0.618	113-118
1.000	113-085
1.618	113-031
2.618	112-263
4.250	112-121

Fisher Pivots for day following 06-Jul-2018
Pivot	1 day	3 day
R1	113-216	113-202
PP	113-213	113-198
S1	113-209	113-195

Download as Excel Spreadsheet

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

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