ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	120-165	120-195	0-030	0.1%	120-105
High	120-200	120-210	0-010	0.0%	120-240
Low	120-115	120-100	-0-015	0.0%	120-090
Close	120-165	120-110	-0-055	-0.1%	120-165
Range	0-085	0-110	0-025	29.4%	0-150
ATR	0-109	0-109	0-000	0.1%	0-000
Volume	1,894,629	1,687,935	-206,694	-10.9%	7,308,064

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-150	121-080	120-171
R3	121-040	120-290	120-140
R2	120-250	120-250	120-130
R1	120-180	120-180	120-120	120-160
PP	120-140	120-140	120-140	120-130
S1	120-070	120-070	120-100	120-050
S2	120-030	120-030	120-090
S3	119-240	119-280	120-080
S4	119-130	119-170	120-050

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-295	121-220	120-247
R3	121-145	121-070	120-206
R2	120-315	120-315	120-192
R1	120-240	120-240	120-179	120-277
PP	120-165	120-165	120-165	120-184
S1	120-090	120-090	120-151	120-128
S2	120-015	120-015	120-137
S3	119-185	119-260	120-124
S4	119-035	119-110	120-083

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-240	120-100	0-140	0.4%	0-086	0.2%	7%	False	True	1,541,837
10	120-240	120-010	0-230	0.6%	0-098	0.3%	43%	False	False	1,468,405
20	120-240	119-025	1-215	1.4%	0-107	0.3%	76%	False	False	1,448,676
40	120-240	119-025	1-215	1.4%	0-108	0.3%	76%	False	False	1,313,572
60	120-240	118-295	1-265	1.5%	0-115	0.3%	78%	False	False	1,366,106
80	121-030	117-300	3-050	2.6%	0-127	0.3%	76%	False	False	1,222,335
100	121-030	117-300	3-050	2.6%	0-123	0.3%	76%	False	False	978,669
120	121-035	117-300	3-055	2.6%	0-114	0.3%	76%	False	False	815,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-038
2.618	121-178
1.618	121-068
1.000	121-000
0.618	120-278
HIGH	120-210
0.618	120-168
0.500	120-155
0.382	120-142
LOW	120-100
0.618	120-032
1.000	119-310
1.618	119-242
2.618	119-132
4.250	118-272

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	120-155	120-162
PP	120-140	120-145
S1	120-125	120-128

Download as Excel Spreadsheet

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

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