ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	119-155	119-120	-0-035	-0.1%	120-005
High	119-155	119-210	0-055	0.1%	120-035
Low	119-080	119-110	0-030	0.1%	119-080
Close	119-120	119-135	0-015	0.0%	119-140
Range	0-075	0-100	0-025	33.3%	0-275
ATR	0-117	0-115	-0-001	-1.0%	0-000
Volume	1,053,711	1,915,199	861,488	81.8%	7,366,411

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-132	120-073	119-190
R3	120-032	119-293	119-163
R2	119-252	119-252	119-153
R1	119-193	119-193	119-144	119-223
PP	119-152	119-152	119-152	119-166
S1	119-093	119-093	119-126	119-123
S2	119-052	119-052	119-117
S3	118-272	118-313	119-108
S4	118-172	118-213	119-080

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	119-225	119-080	0-145	0.4%	0-094	0.2%	38%	False	False	1,478,418
10	120-135	119-080	1-055	1.0%	0-116	0.3%	15%	False	False	1,428,792
20	120-200	119-080	1-120	1.2%	0-108	0.3%	13%	False	False	1,220,589
40	120-200	118-295	1-225	1.4%	0-118	0.3%	29%	False	False	1,339,039
60	121-030	117-300	3-050	2.6%	0-134	0.3%	47%	False	False	1,178,692
80	121-030	117-300	3-050	2.6%	0-126	0.3%	47%	False	False	885,095
100	121-035	117-300	3-055	2.7%	0-116	0.3%	47%	False	False	708,107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-315
2.618	120-152
1.618	120-052
1.000	119-310
0.618	119-272
HIGH	119-210
0.618	119-172
0.500	119-160
0.382	119-148
LOW	119-110
0.618	119-048
1.000	119-010
1.618	118-268
2.618	118-168
4.250	118-005

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	119-160	119-145
PP	119-152	119-142
S1	119-143	119-138

Download as Excel Spreadsheet

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

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