ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	119-120	119-130	0-010	0.0%	120-005
High	119-210	119-180	-0-030	-0.1%	120-035
Low	119-110	119-025	-0-085	-0.2%	119-080
Close	119-135	119-055	-0-080	-0.2%	119-140
Range	0-100	0-155	0-055	55.0%	0-275
ATR	0-115	0-118	0-003	2.5%	0-000
Volume	1,915,199	1,500,142	-415,057	-21.7%	7,366,411

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-232	120-138	119-140
R3	120-077	119-303	119-098
R2	119-242	119-242	119-083
R1	119-148	119-148	119-069	119-118
PP	119-087	119-087	119-087	119-071
S1	118-313	118-313	119-041	118-282
S2	118-252	118-252	119-027
S3	118-097	118-158	119-012
S4	117-262	118-003	118-290

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	119-210	119-025	0-185	0.5%	0-101	0.3%	16%	False	True	1,443,727
10	120-135	119-025	1-110	1.1%	0-123	0.3%	7%	False	True	1,492,186
20	120-200	119-025	1-175	1.3%	0-108	0.3%	6%	False	True	1,243,539
40	120-200	118-295	1-225	1.4%	0-119	0.3%	15%	False	False	1,335,208
60	121-030	117-300	3-050	2.6%	0-135	0.4%	39%	False	False	1,203,629
80	121-030	117-300	3-050	2.6%	0-127	0.3%	39%	False	False	903,845
100	121-035	117-300	3-055	2.7%	0-118	0.3%	39%	False	False	723,108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-199
2.618	120-266
1.618	120-111
1.000	120-015
0.618	119-276
HIGH	119-180
0.618	119-121
0.500	119-102
0.382	119-084
LOW	119-025
0.618	118-249
1.000	118-190
1.618	118-094
2.618	117-259
4.250	117-006

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	119-102	119-118
PP	119-087	119-097
S1	119-071	119-076

Download as Excel Spreadsheet

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

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