ECBOT 5 Year T-Note Future September 2018

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

Day Change Summary
	Previous	Current
	11-Jul-2018	12-Jul-2018	Change	Change %	Previous Week
Open	113-175	113-160	-0-015	0.0%	113-180
High	113-207	113-178	-0-030	-0.1%	113-260
Low	113-138	113-125	-0-013	0.0%	113-130
Close	113-178	113-155	-0-022	-0.1%	113-205
Range	0-070	0-053	-0-017	-25.0%	0-130
ATR	0-076	0-075	-0-002	-2.2%	0-000
Volume	798,487	656,481	-142,006	-17.8%	2,415,082

Daily Pivots for day following 12-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-310	113-285	113-184
R3	113-258	113-233	113-169
R2	113-205	113-205	113-165
R1	113-180	113-180	113-160	113-166
PP	113-153	113-153	113-153	113-146
S1	113-127	113-127	113-150	113-114
S2	113-100	113-100	113-145
S3	113-047	113-075	113-141
S4	112-315	113-022	113-126

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	113-125	0-135	0.4%	0-061	0.2%	22%	False	True	605,124
10	113-260	113-125	0-135	0.4%	0-065	0.2%	22%	False	True	647,463
20	113-260	113-013	0-247	0.7%	0-068	0.2%	58%	False	False	705,220
40	114-153	112-147	2-005	1.8%	0-088	0.2%	51%	False	False	824,379
60	114-153	112-147	2-005	1.8%	0-076	0.2%	51%	False	False	558,098
80	114-173	112-147	2-025	1.8%	0-064	0.2%	49%	False	False	418,748

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-081
2.618	113-315
1.618	113-262
1.000	113-230
0.618	113-210
HIGH	113-178
0.618	113-157
0.500	113-151
0.382	113-145
LOW	113-125
0.618	113-093
1.000	113-072
1.618	113-040
2.618	112-308
4.250	112-222

Fisher Pivots for day following 12-Jul-2018
Pivot	1 day	3 day
R1	113-154	113-166
PP	113-153	113-162
S1	113-151	113-159

Download as Excel Spreadsheet

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

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