ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 21-Aug-2018

Day Change Summary
	Previous	Current
	20-Aug-2018	21-Aug-2018	Change	Change %	Previous Week
Open	120-105	120-215	0-110	0.3%	120-100
High	120-220	120-220	0-000	0.0%	120-180
Low	120-090	120-125	0-035	0.1%	120-010
Close	120-200	120-145	-0-055	-0.1%	120-080
Range	0-130	0-095	-0-035	-26.9%	0-170
ATR	0-117	0-116	-0-002	-1.3%	0-000
Volume	1,286,812	1,316,423	29,611	2.3%	7,763,542

Daily Pivots for day following 21-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-128	121-072	120-197
R3	121-033	120-297	120-171
R2	120-258	120-258	120-162
R1	120-202	120-202	120-154	120-182
PP	120-163	120-163	120-163	120-154
S1	120-107	120-107	120-136	120-087
S2	120-068	120-068	120-128
S3	119-293	120-012	120-119
S4	119-198	119-237	120-093

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-280	121-190	120-173
R3	121-110	121-020	120-127
R2	120-260	120-260	120-111
R1	120-170	120-170	120-096	120-130
PP	120-090	120-090	120-090	120-070
S1	120-000	120-000	120-064	119-280
S2	119-240	119-240	120-049
S3	119-070	119-150	120-033
S4	118-220	118-300	119-307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-220	120-015	0-205	0.5%	0-115	0.3%	63%	True	False	1,399,669
10	120-220	119-125	1-095	1.1%	0-114	0.3%	82%	True	False	1,482,821
20	120-220	119-025	1-195	1.3%	0-109	0.3%	85%	True	False	1,402,882
40	120-220	119-025	1-195	1.3%	0-110	0.3%	85%	True	False	1,297,969
60	121-030	118-295	2-055	1.8%	0-131	0.3%	71%	False	False	1,433,724
80	121-030	117-300	3-050	2.6%	0-128	0.3%	80%	False	False	1,142,768
100	121-035	117-300	3-055	2.6%	0-123	0.3%	79%	False	False	914,754
120	121-035	117-300	3-055	2.6%	0-111	0.3%	79%	False	False	762,302

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-304
2.618	121-149
1.618	121-054
1.000	120-315
0.618	120-279
HIGH	120-220
0.618	120-184
0.500	120-172
0.382	120-161
LOW	120-125
0.618	120-066
1.000	120-030
1.618	119-291
2.618	119-196
4.250	119-041

Fisher Pivots for day following 21-Aug-2018
Pivot	1 day	3 day
R1	120-172	120-145
PP	120-163	120-145
S1	120-154	120-145

Download as Excel Spreadsheet

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

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