ECBOT 5 Year T-Note Future December 2018

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

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	113-113	113-120	0-007	0.0%	113-130
High	113-153	113-193	0-040	0.1%	113-175
Low	113-102	113-113	0-010	0.0%	113-065
Close	113-105	113-185	0-080	0.2%	113-105
Range	0-050	0-080	0-030	59.9%	0-110
ATR	0-061	0-063	0-002	3.0%	0-000
Volume	39,458	67,725	28,267	71.6%	191,862

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-083	114-054	113-229
R3	114-003	113-294	113-207
R2	113-243	113-243	113-200
R1	113-214	113-214	113-192	113-229
PP	113-163	113-163	113-163	113-171
S1	113-134	113-134	113-178	113-149
S2	113-083	113-083	113-170
S3	113-003	113-054	113-163
S4	112-243	112-294	113-141

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-125	114-065	113-166
R3	114-015	113-275	113-135
R2	113-225	113-225	113-125
R1	113-165	113-165	113-115	113-140
PP	113-115	113-115	113-115	113-102
S1	113-055	113-055	113-095	113-030
S2	113-005	113-005	113-085
S3	112-215	112-265	113-075
S4	112-105	112-155	113-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-193	113-065	0-128	0.4%	0-066	0.2%	94%	True	False	42,901
10	113-193	112-273	0-240	0.7%	0-065	0.2%	97%	True	False	39,383
20	113-193	112-213	0-300	0.8%	0-056	0.2%	97%	True	False	24,912

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	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-213
2.618	114-082
1.618	114-002
1.000	113-273
0.618	113-242
HIGH	113-193
0.618	113-162
0.500	113-153
0.382	113-143
LOW	113-113
0.618	113-063
1.000	113-033
1.618	112-303
2.618	112-223
4.250	112-093

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	113-174	113-170
PP	113-163	113-154
S1	113-153	113-139

Download as Excel Spreadsheet

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

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