ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 13-Aug-2018

Day Change Summary
	Previous	Current
	10-Aug-2018	13-Aug-2018	Change	Change %	Previous Week
Open	119-240	120-100	0-180	0.5%	119-195
High	120-130	120-155	0-025	0.1%	120-130
Low	119-235	120-040	0-125	0.3%	119-125
Close	120-120	120-080	-0-040	-0.1%	120-120
Range	0-215	0-115	-0-100	-46.5%	1-005
ATR	0-118	0-118	0-000	-0.2%	0-000
Volume	2,336,406	2,075,482	-260,924	-11.2%	6,207,236

Daily Pivots for day following 13-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-117	121-053	120-143
R3	121-002	120-258	120-112
R2	120-207	120-207	120-101
R1	120-143	120-143	120-091	120-118
PP	120-092	120-092	120-092	120-079
S1	120-028	120-028	120-069	120-002
S2	119-297	119-297	120-059
S3	119-182	119-233	120-048
S4	119-067	119-118	120-017

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	120-155	119-125	1-030	0.9%	0-120	0.3%	79%	True	False	1,475,387
10	120-155	119-025	1-130	1.2%	0-117	0.3%	83%	True	False	1,428,946
20	120-155	119-025	1-130	1.2%	0-115	0.3%	83%	True	False	1,374,047
40	120-200	119-025	1-175	1.3%	0-112	0.3%	76%	False	False	1,283,421
60	121-030	117-315	3-035	2.6%	0-135	0.4%	73%	False	False	1,378,013
80	121-030	117-300	3-050	2.6%	0-127	0.3%	73%	False	False	1,039,619
100	121-035	117-300	3-055	2.6%	0-125	0.3%	73%	False	False	831,845

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-004
2.618	121-136
1.618	121-021
1.000	120-270
0.618	120-226
HIGH	120-155
0.618	120-111
0.500	120-098
0.382	120-084
LOW	120-040
0.618	119-289
1.000	119-245
1.618	119-174
2.618	119-059
4.250	118-191

Fisher Pivots for day following 13-Aug-2018
Pivot	1 day	3 day
R1	120-098	120-053
PP	120-092	120-025
S1	120-086	119-318

Download as Excel Spreadsheet

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

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