ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 24-Sep-2018

Day Change Summary
	Previous	Current
	21-Sep-2018	24-Sep-2018	Change	Change %	Previous Week
Open	112-125	112-138	0-013	0.0%	112-195
High	112-140	112-142	0-002	0.0%	112-240
Low	112-100	112-095	-0-005	0.0%	112-093
Close	112-133	112-127	-0-005	0.0%	112-133
Range	0-040	0-047	0-007	18.7%	0-147
ATR	0-061	0-060	-0-001	-1.5%	0-000
Volume	543,713	671,179	127,466	23.4%	3,761,281

Daily Pivots for day following 24-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-264	112-243	112-154
R3	112-217	112-196	112-141
R2	112-169	112-169	112-136
R1	112-148	112-148	112-132	112-135
PP	112-122	112-122	112-122	112-115
S1	112-101	112-101	112-123	112-088
S2	112-074	112-074	112-119
S3	112-027	112-053	112-114
S4	111-299	112-006	112-101

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-277	113-192	112-214
R3	113-130	113-045	112-173
R2	112-302	112-302	112-160
R1	112-218	112-218	112-146	112-186
PP	112-155	112-155	112-155	112-139
S1	112-070	112-070	112-119	112-039
S2	112-008	112-008	112-105
S3	111-180	111-243	112-092
S4	111-033	111-095	112-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-240	112-093	0-147	0.4%	0-061	0.2%	24%	False	False	748,744
10	112-315	112-093	0-222	0.6%	0-059	0.2%	16%	False	False	768,928
20	113-167	112-093	1-075	1.1%	0-060	0.2%	9%	False	False	919,163
40	113-198	112-093	1-105	1.2%	0-059	0.2%	8%	False	False	517,985

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-024
2.618	112-267
1.618	112-219
1.000	112-190
0.618	112-172
HIGH	112-142
0.618	112-124
0.500	112-119
0.382	112-113
LOW	112-095
0.618	112-066
1.000	112-048
1.618	112-018
2.618	111-291
4.250	111-213

Fisher Pivots for day following 24-Sep-2018
Pivot	1 day	3 day
R1	112-125	112-125
PP	112-122	112-122
S1	112-119	112-120

Download as Excel Spreadsheet

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

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