ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 20-Sep-2018

Day Change Summary
	Previous	Current
	19-Sep-2018	20-Sep-2018	Change	Change %	Previous Week
Open	112-222	112-238	0-015	0.0%	113-075
High	112-247	112-238	-0-010	0.0%	113-093
Low	112-200	112-185	-0-015	0.0%	112-278
Close	112-207	112-210	0-003	0.0%	112-287
Range	0-047	0-053	0-005	10.6%	0-135
ATR	0-060	0-060	-0-001	-0.9%	0-000
Volume	19,553	6,412	-13,141	-67.2%	47,346

Daily Pivots for day following 20-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-048	113-022	112-239
R3	112-316	112-289	112-224
R2	112-263	112-263	112-220
R1	112-237	112-237	112-215	112-224
PP	112-211	112-211	112-211	112-204
S1	112-184	112-184	112-205	112-171
S2	112-158	112-158	112-200
S3	112-106	112-132	112-196
S4	112-053	112-079	112-181

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	113-015	112-185	0-150	0.4%	0-059	0.2%	17%	False	True	13,115
10	113-198	112-185	1-013	0.9%	0-061	0.2%	8%	False	True	14,817
20	113-265	112-185	1-080	1.1%	0-057	0.2%	6%	False	True	484,939
40	113-278	112-185	1-093	1.1%	0-059	0.2%	6%	False	True	617,994
60	113-278	112-185	1-093	1.1%	0-062	0.2%	6%	False	True	641,850
80	114-153	112-185	1-288	1.7%	0-069	0.2%	4%	False	True	705,563
100	114-153	112-147	2-005	1.8%	0-071	0.2%	10%	False	False	644,742
120	114-153	112-147	2-005	1.8%	0-067	0.2%	10%	False	False	537,864

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-141
2.618	113-055
1.618	113-002
1.000	112-290
0.618	112-270
HIGH	112-238
0.618	112-217
0.500	112-211
0.382	112-205
LOW	112-185
0.618	112-153
1.000	112-132
1.618	112-100
2.618	112-048
4.250	111-282

Fisher Pivots for day following 20-Sep-2018
Pivot	1 day	3 day
R1	112-211	112-252
PP	112-211	112-238
S1	112-210	112-224

Download as Excel Spreadsheet

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

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