ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 10-Aug-2018

Day Change Summary
	Previous	Current
	09-Aug-2018	10-Aug-2018	Change	Change %	Previous Week
Open	119-170	119-240	0-070	0.2%	119-195
High	119-255	120-130	0-195	0.5%	120-130
Low	119-160	119-235	0-075	0.2%	119-125
Close	119-230	120-120	0-210	0.5%	120-120
Range	0-095	0-215	0-120	126.3%	1-005
ATR	0-110	0-118	0-008	7.1%	0-000
Volume	1,137,612	2,336,406	1,198,794	105.4%	6,207,236

Daily Pivots for day following 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-060	121-305	120-238
R3	121-165	121-090	120-179
R2	120-270	120-270	120-159
R1	120-195	120-195	120-140	120-233
PP	120-055	120-055	120-055	120-074
S1	119-300	119-300	120-100	120-018
S2	119-160	119-160	120-081
S3	118-265	119-085	120-061
S4	118-050	118-190	120-002

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-033	122-242	120-299
R3	122-028	121-237	120-209
R2	121-023	121-023	120-180
R1	120-232	120-232	120-150	120-288
PP	120-018	120-018	120-018	120-046
S1	119-227	119-227	120-090	119-282
S2	119-013	119-013	120-060
S3	118-008	118-222	120-031
S4	117-003	117-217	119-261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-130	119-125	1-005	0.8%	0-117	0.3%	97%	True	False	1,241,447
10	120-130	119-025	1-105	1.1%	0-113	0.3%	98%	True	False	1,326,769
20	120-135	119-025	1-110	1.1%	0-115	0.3%	97%	False	False	1,314,211
40	120-200	119-025	1-175	1.3%	0-112	0.3%	84%	False	False	1,272,401
60	121-030	117-300	3-050	2.6%	0-135	0.3%	77%	False	False	1,344,790
80	121-030	117-300	3-050	2.6%	0-127	0.3%	77%	False	False	1,013,730
100	121-035	117-300	3-055	2.6%	0-125	0.3%	77%	False	False	811,095

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	0-018
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	123-084
2.618	122-053
1.618	121-158
1.000	121-025
0.618	120-263
HIGH	120-130
0.618	120-048
0.500	120-023
0.382	119-317
LOW	119-235
0.618	119-102
1.000	119-020
1.618	118-207
2.618	117-312
4.250	116-281

Fisher Pivots for day following 10-Aug-2018
Pivot	1 day	3 day
R1	120-088	120-069
PP	120-055	120-018
S1	120-023	119-288

Download as Excel Spreadsheet

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

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