ECBOT 10 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	119-260	119-165	-0-095	-0.2%	120-105
High	119-265	119-215	-0-050	-0.1%	120-135
Low	119-145	119-160	0-015	0.0%	119-240
Close	119-160	119-195	0-035	0.1%	119-255
Range	0-120	0-055	-0-065	-54.2%	0-215
ATR	0-106	0-102	-0-004	-3.4%	0-000
Volume	16,762	21,477	4,715	28.1%	278,820

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-035	120-010	119-225
R3	119-300	119-275	119-210
R2	119-245	119-245	119-205
R1	119-220	119-220	119-200	119-233
PP	119-190	119-190	119-190	119-196
S1	119-165	119-165	119-190	119-178
S2	119-135	119-135	119-185
S3	119-080	119-110	119-180
S4	119-025	119-055	119-165

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	120-110	119-145	0-285	0.7%	0-102	0.3%	18%	False	False	29,651
10	120-160	119-145	1-015	0.9%	0-095	0.2%	15%	False	False	437,314
20	120-240	119-145	1-095	1.1%	0-099	0.3%	12%	False	False	1,046,242
40	120-240	119-025	1-215	1.4%	0-107	0.3%	32%	False	False	1,221,999
60	120-240	119-025	1-215	1.4%	0-108	0.3%	32%	False	False	1,210,615
80	121-030	118-090	2-260	2.4%	0-125	0.3%	47%	False	False	1,310,058
100	121-030	117-300	3-050	2.6%	0-121	0.3%	53%	False	False	1,053,819
120	121-035	117-300	3-055	2.7%	0-120	0.3%	53%	False	False	878,350

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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-129
2.618	120-039
1.618	119-304
1.000	119-270
0.618	119-249
HIGH	119-215
0.618	119-194
0.500	119-188
0.382	119-181
LOW	119-160
0.618	119-126
1.000	119-105
1.618	119-071
2.618	119-016
4.250	118-246

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	119-193	119-215
PP	119-190	119-208
S1	119-188	119-202

Download as Excel Spreadsheet

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

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