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Dec YM, Crable's Stretch, intra-day

Thank you for this platform, and your many years of informative trading cogitations. I tend to intra-day trade fading the first move and measuring Tony Crable's Stretch calculations, e.g., 1.618, 2.618 and 4.25. Where Monday's and Friday's tend to be two-way trading ranges, e.g., after a low reliability bullish reversal / continuation Bullish White Opening Marubozu. Fading any price above the previous day's Bullish White Opening Marubozu by Tony Crable's Stretch (11-19: 18=X, ... 1.618X=29, 2.618X=47 and 4.25X=76 produced tradeable reversals. 11-19 example: trading from unchanged, 11076- 1.618X = 11047, where that, the first reversal low was 11041. 11041 + 46= 11187, which was one point less than 2.618X. Now the adjustment to trading from unchanged, i.e., 11076-76=11100, which was five points above the December e-mini $5 Dow daily low for November 19. If this was too wordy, let me know. In summary... taking 27 pts is an 18% increase basis $670 intra-day margin for the YMZ0 futures contract.
Correction: The Stretch calculation and the corresponding Fibonacci price rotations, (Stretch=18=X, 1.618X=29, 2.618X=47, and 4.25X=76) should reflect reversals...
11176-1.618X=11147 (6 pts above 1st rotation low, 11141)
11141+46=11187 (which is one point less than 2.618X)
Then fading the previous settlement,11176-76=11100 (11-19 low:11095).
what instrument are you calculating the "stretch" on?

and his name is Toby not Tony
Thanks Paul, I've applied the link to Toby Crabel's Stretch calculation:
I like the fade the first move strategies, the (3, -1) fromula and the Pitbull method. How often are the narrow range days supporting the "fade the first move?"