ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	113-047	113-040	-0-007	0.0%	113-155
High	113-050	113-085	0-035	0.1%	113-175
Low	113-013	113-030	0-018	0.0%	113-010
Close	113-038	113-040	0-002	0.0%	113-040
Range	0-038	0-055	0-017	46.6%	0-165
ATR	0-067	0-066	-0-001	-1.3%	0-000
Volume	566,143	1,063,712	497,569	87.9%	3,935,353

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-217	113-183	113-070
R3	113-162	113-128	113-055
R2	113-107	113-107	113-050
R1	113-073	113-073	113-045	113-067
PP	113-052	113-052	113-052	113-049
S1	113-018	113-018	113-035	113-013
S2	112-317	112-317	113-030
S3	112-262	112-283	113-025
S4	112-207	112-228	113-010

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-250	114-150	113-131
R3	114-085	113-305	113-085
R2	113-240	113-240	113-070
R1	113-140	113-140	113-055	113-108
PP	113-075	113-075	113-075	113-059
S1	112-295	112-295	113-025	112-263
S2	112-230	112-230	113-010
S3	112-065	112-130	112-315
S4	111-220	111-285	112-269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-085	113-010	0-075	0.2%	0-049	0.1%	40%	True	False	791,183
10	113-210	113-010	0-200	0.6%	0-063	0.2%	15%	False	False	769,389
20	113-260	113-010	0-250	0.7%	0-062	0.2%	12%	False	False	676,898
40	113-260	112-290	0-290	0.8%	0-070	0.2%	24%	False	False	732,395
60	114-153	112-147	2-005	1.8%	0-079	0.2%	33%	False	False	711,197
80	114-153	112-147	2-005	1.8%	0-072	0.2%	33%	False	False	534,879
100	114-173	112-147	2-025	1.8%	0-059	0.2%	32%	False	False	427,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-319
2.618	113-229
1.618	113-174
1.000	113-140
0.618	113-119
HIGH	113-085
0.618	113-064
0.500	113-058
0.382	113-051
LOW	113-030
0.618	112-316
1.000	112-295
1.618	112-261
2.618	112-206
4.250	112-116

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	113-058	113-048
PP	113-052	113-045
S1	113-046	113-043

Download as Excel Spreadsheet

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

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