ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	120-035	120-040	0-005	0.0%	120-195
High	120-070	120-110	0-040	0.1%	120-210
Low	119-315	120-015	0-020	0.1%	119-310
Close	120-030	120-095	0-065	0.2%	120-125
Range	0-075	0-095	0-020	26.7%	0-220
ATR	0-103	0-102	-0-001	-0.6%	0-000
Volume	62,969	55,714	-7,255	-11.5%	8,894,656

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-038	121-002	120-147
R3	120-263	120-227	120-121
R2	120-168	120-168	120-112
R1	120-132	120-132	120-104	120-150
PP	120-073	120-073	120-073	120-083
S1	120-037	120-037	120-086	120-055
S2	119-298	119-298	120-078
S3	119-203	119-262	120-069
S4	119-108	119-167	120-043

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-128	122-027	120-246
R3	121-228	121-127	120-185
R2	121-008	121-008	120-165
R1	120-227	120-227	120-145	120-168
PP	120-108	120-108	120-108	120-079
S1	120-007	120-007	120-105	119-268
S2	119-208	119-208	120-085
S3	118-308	119-107	120-064
S4	118-088	118-207	120-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-160	119-315	0-165	0.4%	0-090	0.2%	61%	False	False	380,122
10	120-225	119-310	0-235	0.6%	0-091	0.2%	45%	False	False	1,240,575
20	120-240	119-160	1-080	1.0%	0-103	0.3%	64%	False	False	1,383,737
40	120-240	119-025	1-215	1.4%	0-105	0.3%	73%	False	False	1,307,665
60	120-240	118-295	1-265	1.5%	0-109	0.3%	75%	False	False	1,303,392
80	121-030	117-300	3-050	2.6%	0-127	0.3%	75%	False	False	1,314,307
100	121-030	117-300	3-050	2.6%	0-121	0.3%	75%	False	False	1,053,039
120	121-035	117-300	3-055	2.6%	0-119	0.3%	74%	False	False	877,585

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-194
2.618	121-039
1.618	120-264
1.000	120-205
0.618	120-169
HIGH	120-110
0.618	120-074
0.500	120-063
0.382	120-051
LOW	120-015
0.618	119-276
1.000	119-240
1.618	119-181
2.618	119-086
4.250	118-251

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	120-084	120-085
PP	120-073	120-075
S1	120-063	120-065

Download as Excel Spreadsheet

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

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