ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	120-020	120-105	0-085	0.2%	119-195
High	120-180	120-130	-0-050	-0.1%	120-130
Low	120-015	120-035	0-020	0.1%	119-125
Close	120-140	120-085	-0-055	-0.1%	120-120
Range	0-165	0-095	-0-070	-42.4%	1-005
ATR	0-118	0-117	-0-001	-0.8%	0-000
Volume	1,829,448	1,253,118	-576,330	-31.5%	6,207,236

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-048	121-002	120-137
R3	120-273	120-227	120-111
R2	120-178	120-178	120-102
R1	120-132	120-132	120-094	120-108
PP	120-083	120-083	120-083	120-071
S1	120-037	120-037	120-076	120-012
S2	119-308	119-308	120-068
S3	119-213	119-262	120-059
S4	119-118	119-167	120-033

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	120-180	119-235	0-265	0.7%	0-132	0.3%	64%	False	False	1,757,480
10	120-180	119-075	1-105	1.1%	0-116	0.3%	78%	False	False	1,394,282
20	120-180	119-025	1-155	1.2%	0-115	0.3%	80%	False	False	1,420,715
40	120-200	119-025	1-175	1.3%	0-111	0.3%	77%	False	False	1,300,286
60	121-030	118-160	2-190	2.2%	0-135	0.4%	68%	False	False	1,437,538
80	121-030	117-300	3-050	2.6%	0-127	0.3%	74%	False	False	1,094,062
100	121-035	117-300	3-055	2.6%	0-125	0.3%	73%	False	False	875,597

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-214
2.618	121-059
1.618	120-284
1.000	120-225
0.618	120-189
HIGH	120-130
0.618	120-094
0.500	120-083
0.382	120-071
LOW	120-035
0.618	119-296
1.000	119-260
1.618	119-201
2.618	119-106
4.250	118-271

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	120-084	120-095
PP	120-083	120-092
S1	120-083	120-088

Download as Excel Spreadsheet

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

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