ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 09-Jul-2018

Day Change Summary
	Previous	Current
	06-Jul-2018	09-Jul-2018	Change	Change %	Previous Week
Open	113-195	113-210	0-015	0.0%	113-180
High	113-260	113-213	-0-047	-0.1%	113-260
Low	113-173	113-155	-0-018	0.0%	113-130
Close	113-205	113-162	-0-042	-0.1%	113-205
Range	0-087	0-058	-0-030	-34.3%	0-130
ATR	0-081	0-079	-0-002	-2.1%	0-000
Volume	555,407	470,658	-84,749	-15.3%	2,415,082

Daily Pivots for day following 09-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-029	113-313	113-194
R3	113-292	113-256	113-178
R2	113-234	113-234	113-173
R1	113-198	113-198	113-168	113-188
PP	113-177	113-177	113-177	113-171
S1	113-141	113-141	113-157	113-130
S2	113-119	113-119	113-152
S3	113-062	113-083	113-147
S4	113-004	113-026	113-131

Weekly Pivots for week ending 06-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-268	114-207	113-276
R3	114-138	114-077	113-241
R2	114-008	114-008	113-229
R1	113-267	113-267	113-217	113-297
PP	113-198	113-198	113-198	113-214
S1	113-137	113-137	113-193	113-168
S2	113-068	113-068	113-181
S3	112-258	113-007	113-169
S4	112-128	112-197	113-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-260	113-130	0-130	0.4%	0-074	0.2%	25%	False	False	577,148
10	113-260	113-127	0-133	0.4%	0-068	0.2%	26%	False	False	699,114
20	113-260	112-290	0-290	0.8%	0-071	0.2%	66%	False	False	718,304
40	114-153	112-147	2-005	1.8%	0-089	0.2%	52%	False	False	779,644
60	114-153	112-147	2-005	1.8%	0-076	0.2%	52%	False	False	524,964
80	114-173	112-147	2-025	1.8%	0-062	0.2%	50%	False	False	393,754

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-137
2.618	114-043
1.618	113-306
1.000	113-270
0.618	113-248
HIGH	113-213
0.618	113-191
0.500	113-184
0.382	113-177
LOW	113-155
0.618	113-119
1.000	113-098
1.618	113-062
2.618	113-004
4.250	112-231

Fisher Pivots for day following 09-Jul-2018
Pivot	1 day	3 day
R1	113-184	113-208
PP	113-177	113-193
S1	113-170	113-177

Download as Excel Spreadsheet

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

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