ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 05-Jul-2018

Day Change Summary
	Previous	Current
	03-Jul-2018	05-Jul-2018	Change	Change %	Previous Week
Open	120-010	120-110	0-100	0.3%	119-275
High	120-120	120-135	0-015	0.0%	120-145
Low	119-300	120-030	0-050	0.1%	119-265
Close	120-100	120-080	-0-020	-0.1%	120-060
Range	0-140	0-105	-0-035	-25.0%	0-200
ATR	0-135	0-133	-0-002	-1.6%	0-000
Volume	1,041,155	1,166,546	125,391	12.0%	7,273,007

Daily Pivots for day following 05-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-077	121-023	120-138
R3	120-292	120-238	120-109
R2	120-187	120-187	120-099
R1	120-133	120-133	120-090	120-108
PP	120-082	120-082	120-082	120-069
S1	120-028	120-028	120-070	120-003
S2	119-297	119-297	120-061
S3	119-192	119-243	120-051
S4	119-087	119-138	120-022

Weekly Pivots for week ending 29-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-010	121-235	120-170
R3	121-130	121-035	120-115
R2	120-250	120-250	120-097
R1	120-155	120-155	120-078	120-202
PP	120-050	120-050	120-050	120-074
S1	119-275	119-275	120-042	120-002
S2	119-170	119-170	120-023
S3	118-290	119-075	120-005
S4	118-090	118-195	119-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-145	119-300	0-165	0.4%	0-109	0.3%	61%	False	False	1,218,451
10	120-145	119-135	1-010	0.9%	0-112	0.3%	80%	False	False	1,305,756
20	120-145	118-295	1-170	1.3%	0-128	0.3%	87%	False	False	1,405,012
40	121-030	117-300	3-050	2.6%	0-149	0.4%	73%	False	False	1,212,716
60	121-030	117-300	3-050	2.6%	0-133	0.3%	73%	False	False	810,048
80	121-035	117-300	3-055	2.6%	0-121	0.3%	73%	False	False	607,583

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-261
2.618	121-090
1.618	120-305
1.000	120-240
0.618	120-200
HIGH	120-135
0.618	120-095
0.500	120-083
0.382	120-070
LOW	120-030
0.618	119-285
1.000	119-245
1.618	119-180
2.618	119-075
4.250	118-224

Fisher Pivots for day following 05-Jul-2018
Pivot	1 day	3 day
R1	120-083	120-073
PP	120-082	120-067
S1	120-081	120-060

Download as Excel Spreadsheet

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

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