ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 10-Jul-2018

Day Change Summary
	Previous	Current
	09-Jul-2018	10-Jul-2018	Change	Change %	Previous Week
Open	113-210	113-165	-0-045	-0.1%	113-180
High	113-213	113-167	-0-045	-0.1%	113-260
Low	113-155	113-127	-0-028	-0.1%	113-130
Close	113-162	113-130	-0-032	-0.1%	113-205
Range	0-058	0-040	-0-018	-30.4%	0-130
ATR	0-079	0-076	-0-003	-3.5%	0-000
Volume	470,658	544,588	73,930	15.7%	2,415,082

Daily Pivots for day following 10-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-262	113-236	113-152
R3	113-222	113-196	113-141
R2	113-182	113-182	113-137
R1	113-156	113-156	113-134	113-149
PP	113-142	113-142	113-142	113-138
S1	113-116	113-116	113-126	113-109
S2	113-102	113-102	113-123
S3	113-062	113-076	113-119
S4	113-022	113-036	113-108

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	113-127	0-133	0.4%	0-064	0.2%	2%	False	True	558,506
10	113-260	113-127	0-133	0.4%	0-067	0.2%	2%	False	True	665,586
20	113-260	112-290	0-290	0.8%	0-071	0.2%	55%	False	False	715,170
40	114-153	112-147	2-005	1.8%	0-089	0.2%	47%	False	False	793,035
60	114-153	112-147	2-005	1.8%	0-075	0.2%	47%	False	False	534,036
80	114-173	112-147	2-025	1.8%	0-063	0.2%	45%	False	False	400,561

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	114-017
2.618	113-272
1.618	113-232
1.000	113-207
0.618	113-192
HIGH	113-167
0.618	113-152
0.500	113-147
0.382	113-143
LOW	113-127
0.618	113-103
1.000	113-087
1.618	113-063
2.618	113-023
4.250	112-277

Fisher Pivots for day following 10-Jul-2018
Pivot	1 day	3 day
R1	113-147	113-194
PP	113-142	113-173
S1	113-136	113-151

Download as Excel Spreadsheet

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

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