ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	119-120	119-105	-0-015	0.0%	120-005
High	119-180	119-165	-0-015	0.0%	120-035
Low	119-090	119-080	-0-010	0.0%	119-080
Close	119-110	119-140	0-030	0.1%	119-140
Range	0-090	0-085	-0-005	-5.5%	0-275
ATR	0-122	0-120	-0-003	-2.2%	0-000
Volume	1,476,232	1,273,355	-202,877	-13.7%	7,366,411

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-063	120-027	119-187
R3	119-298	119-262	119-163
R2	119-213	119-213	119-156
R1	119-177	119-177	119-148	119-195
PP	119-128	119-128	119-128	119-137
S1	119-092	119-092	119-132	119-110
S2	119-043	119-043	119-124
S3	118-278	119-007	119-117
S4	118-193	118-242	119-093

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-057	121-213	119-291
R3	121-102	120-258	119-216
R2	120-147	120-147	119-190
R1	119-303	119-303	119-165	119-248
PP	119-192	119-192	119-192	119-164
S1	119-028	119-028	119-115	118-292
S2	118-237	118-237	119-090
S3	117-282	118-073	119-064
S4	117-007	117-118	118-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-035	119-080	0-275	0.7%	0-117	0.3%	22%	False	True	1,473,282
10	120-135	119-080	1-055	1.0%	0-117	0.3%	16%	False	True	1,301,652
20	120-200	119-080	1-120	1.2%	0-109	0.3%	14%	False	True	1,195,911
40	120-200	118-295	1-225	1.4%	0-123	0.3%	30%	False	False	1,352,561
60	121-030	117-300	3-050	2.6%	0-135	0.4%	48%	False	False	1,129,466
80	121-030	117-300	3-050	2.6%	0-126	0.3%	48%	False	False	847,998
100	121-035	117-300	3-055	2.7%	0-114	0.3%	47%	False	False	678,418

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-206
2.618	120-068
1.618	119-303
1.000	119-250
0.618	119-218
HIGH	119-165
0.618	119-133
0.500	119-122
0.382	119-112
LOW	119-080
0.618	119-027
1.000	118-315
1.618	118-262
2.618	118-177
4.250	118-039

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	119-134	119-152
PP	119-128	119-148
S1	119-122	119-144

Download as Excel Spreadsheet

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

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