ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 06-Jul-2018

Day Change Summary
	Previous	Current
	05-Jul-2018	06-Jul-2018	Change	Change %	Previous Week
Open	120-110	120-110	0-000	0.0%	120-040
High	120-135	120-200	0-065	0.2%	120-200
Low	120-030	120-065	0-035	0.1%	119-300
Close	120-080	120-110	0-030	0.1%	120-110
Range	0-105	0-135	0-030	28.6%	0-220
ATR	0-133	0-133	0-000	0.1%	0-000
Volume	1,166,546	992,184	-174,362	-14.9%	4,272,668

Daily Pivots for day following 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-210	121-135	120-184
R3	121-075	121-000	120-147
R2	120-260	120-260	120-135
R1	120-185	120-185	120-122	120-178
PP	120-125	120-125	120-125	120-121
S1	120-050	120-050	120-098	120-043
S2	119-310	119-310	120-085
S3	119-175	119-235	120-073
S4	119-040	119-100	120-036

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-117	122-013	120-231
R3	121-217	121-113	120-171
R2	120-317	120-317	120-150
R1	120-213	120-213	120-130	120-265
PP	120-097	120-097	120-097	120-123
S1	119-313	119-313	120-090	120-045
S2	119-197	119-197	120-070
S3	118-297	119-093	120-050
S4	118-077	118-193	119-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-200	119-300	0-220	0.6%	0-117	0.3%	59%	True	False	1,135,044
10	120-200	119-205	0-315	0.8%	0-110	0.3%	71%	True	False	1,248,304
20	120-200	118-295	1-225	1.4%	0-121	0.3%	83%	True	False	1,347,328
40	121-030	117-300	3-050	2.6%	0-150	0.4%	76%	False	False	1,237,240
60	121-030	117-300	3-050	2.6%	0-133	0.3%	76%	False	False	826,580
80	121-035	117-300	3-055	2.6%	0-123	0.3%	76%	False	False	619,985

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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-134
2.618	121-233
1.618	121-098
1.000	121-015
0.618	120-283
HIGH	120-200
0.618	120-148
0.500	120-132
0.382	120-117
LOW	120-065
0.618	119-302
1.000	119-250
1.618	119-167
2.618	119-032
4.250	118-131

Fisher Pivots for day following 06-Jul-2018
Pivot	1 day	3 day
R1	120-132	120-103
PP	120-125	120-097
S1	120-118	120-090

Download as Excel Spreadsheet

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

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