ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 11-Jul-2018

Day Change Summary
	Previous	Current
	10-Jul-2018	11-Jul-2018	Change	Change %	Previous Week
Open	113-165	113-175	0-010	0.0%	113-180
High	113-167	113-207	0-040	0.1%	113-260
Low	113-127	113-138	0-010	0.0%	113-130
Close	113-130	113-178	0-047	0.1%	113-205
Range	0-040	0-070	0-030	75.0%	0-130
ATR	0-076	0-076	0-000	0.1%	0-000
Volume	544,588	798,487	253,899	46.6%	2,415,082

Daily Pivots for day following 11-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-064	114-031	113-216
R3	113-314	113-281	113-197
R2	113-244	113-244	113-190
R1	113-211	113-211	113-184	113-227
PP	113-174	113-174	113-174	113-182
S1	113-141	113-141	113-171	113-158
S2	113-104	113-104	113-165
S3	113-034	113-071	113-158
S4	112-284	113-001	113-139

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%	0-062	0.2%	38%	False	False	592,345
10	113-260	113-127	0-133	0.4%	0-068	0.2%	38%	False	False	681,069
20	113-260	112-290	0-290	0.8%	0-071	0.2%	72%	False	False	721,140
40	114-153	112-147	2-005	1.8%	0-090	0.2%	54%	False	False	812,341
60	114-153	112-147	2-005	1.8%	0-076	0.2%	54%	False	False	547,270
80	114-173	112-147	2-025	1.8%	0-064	0.2%	53%	False	False	410,542

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-185
2.618	114-071
1.618	114-001
1.000	113-277
0.618	113-251
HIGH	113-207
0.618	113-181
0.500	113-172
0.382	113-164
LOW	113-138
0.618	113-094
1.000	113-068
1.618	113-024
2.618	112-274
4.250	112-160

Fisher Pivots for day following 11-Jul-2018
Pivot	1 day	3 day
R1	113-176	113-175
PP	113-174	113-173
S1	113-172	113-170

Download as Excel Spreadsheet

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

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