ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 07-Sep-2018

Day Change Summary
	Previous	Current
	06-Sep-2018	07-Sep-2018	Change	Change %	Previous Week
Open	120-040	120-105	0-065	0.2%	120-105
High	120-110	120-110	0-000	0.0%	120-135
Low	120-015	119-240	-0-095	-0.2%	119-240
Close	120-095	119-255	-0-160	-0.4%	119-255
Range	0-095	0-190	0-095	100.0%	0-215
ATR	0-102	0-109	0-006	6.1%	0-000
Volume	55,714	44,350	-11,364	-20.4%	278,820

Daily Pivots for day following 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-238	121-117	120-040
R3	121-048	120-247	119-307
R2	120-178	120-178	119-290
R1	120-057	120-057	119-272	120-023
PP	119-308	119-308	119-308	119-291
S1	119-187	119-187	119-238	119-152
S2	119-118	119-118	119-220
S3	118-248	118-317	119-203
S4	118-058	118-127	119-150

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-002	121-183	120-053
R3	121-107	120-288	119-314
R2	120-212	120-212	119-294
R1	120-073	120-073	119-275	120-035
PP	119-317	119-317	119-317	119-298
S1	119-178	119-178	119-235	119-140
S2	119-102	119-102	119-216
S3	118-207	118-283	119-196
S4	117-312	118-068	119-137

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-160	119-240	0-240	0.6%	0-110	0.3%	6%	False	True	105,154
10	120-210	119-240	0-290	0.8%	0-104	0.3%	5%	False	True	1,106,810
20	120-240	119-235	1-005	0.8%	0-107	0.3%	6%	False	False	1,329,074
40	120-240	119-025	1-215	1.4%	0-108	0.3%	43%	False	False	1,283,800
60	120-240	119-025	1-215	1.4%	0-109	0.3%	43%	False	False	1,279,098
80	121-030	117-300	3-050	2.6%	0-127	0.3%	59%	False	False	1,312,589
100	121-030	117-300	3-050	2.6%	0-122	0.3%	59%	False	False	1,053,465
120	121-035	117-300	3-055	2.6%	0-121	0.3%	59%	False	False	877,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	122-278
2.618	121-287
1.618	121-097
1.000	120-300
0.618	120-227
HIGH	120-110
0.618	120-037
0.500	120-015
0.382	119-313
LOW	119-240
0.618	119-123
1.000	119-050
1.618	118-253
2.618	118-063
4.250	117-072

Fisher Pivots for day following 07-Sep-2018
Pivot	1 day	3 day
R1	120-015	120-015
PP	119-308	119-308
S1	119-282	119-282

Download as Excel Spreadsheet

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

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