ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 18-Sep-2018

Day Change Summary
	Previous	Current
	17-Sep-2018	18-Sep-2018	Change	Change %	Previous Week
Open	112-287	112-295	0-008	0.0%	113-075
High	112-305	113-000	0-015	0.0%	113-093
Low	112-260	112-227	-0-033	-0.1%	112-278
Close	112-287	112-242	-0-045	-0.1%	112-287
Range	0-045	0-093	0-048	105.6%	0-135
ATR	0-059	0-061	0-002	4.1%	0-000
Volume	27,770	5,147	-22,623	-81.5%	47,346

Daily Pivots for day following 18-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-221	113-164	112-293
R3	113-128	113-072	112-268
R2	113-036	113-036	112-259
R1	112-299	112-299	112-251	112-281
PP	112-263	112-263	112-263	112-254
S1	112-207	112-207	112-234	112-189
S2	112-171	112-171	112-226
S3	112-078	112-114	112-217
S4	111-306	112-022	112-192

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-091	114-004	113-042
R3	113-276	113-189	113-005
R2	113-141	113-141	112-312
R1	113-054	113-054	112-300	113-030
PP	113-006	113-006	113-006	112-314
S1	112-239	112-239	112-275	112-215
S2	112-191	112-191	112-263
S3	112-056	112-104	112-250
S4	111-241	111-289	112-213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-050	112-227	0-143	0.4%	0-058	0.2%	11%	False	True	11,129
10	113-198	112-227	0-290	0.8%	0-060	0.2%	5%	False	True	21,304
20	113-278	112-227	1-050	1.0%	0-057	0.2%	4%	False	True	561,044
40	113-278	112-227	1-050	1.0%	0-060	0.2%	4%	False	True	660,962
60	113-278	112-227	1-050	1.0%	0-062	0.2%	4%	False	True	666,810
80	114-153	112-227	1-245	1.6%	0-074	0.2%	3%	False	True	766,132
100	114-153	112-147	2-005	1.8%	0-071	0.2%	15%	False	False	644,542
120	114-173	112-147	2-025	1.8%	0-067	0.2%	14%	False	False	537,648

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	114-073
2.618	113-242
1.618	113-150
1.000	113-093
0.618	113-057
HIGH	113-000
0.618	112-285
0.500	112-274
0.382	112-263
LOW	112-227
0.618	112-170
1.000	112-135
1.618	112-078
2.618	111-305
4.250	111-154

Fisher Pivots for day following 18-Sep-2018
Pivot	1 day	3 day
R1	112-274	112-281
PP	112-263	112-268
S1	112-253	112-255

Download as Excel Spreadsheet

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

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