ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 16-Jul-2018

Day Change Summary
	Previous	Current
	13-Jul-2018	16-Jul-2018	Change	Change %	Previous Week
Open	113-175	113-205	0-030	0.1%	113-210
High	113-207	113-205	-0-002	0.0%	113-213
Low	113-153	113-133	-0-020	-0.1%	113-125
Close	113-202	113-162	-0-040	-0.1%	113-202
Range	0-055	0-072	0-018	31.8%	0-088
ATR	0-073	0-073	0-000	-0.1%	0-000
Volume	530,566	612,620	82,054	15.5%	3,000,780

Daily Pivots for day following 16-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-064	114-026	113-202
R3	113-312	113-273	113-182
R2	113-239	113-239	113-176
R1	113-201	113-201	113-169	113-184
PP	113-167	113-167	113-167	113-158
S1	113-128	113-128	113-156	113-111
S2	113-094	113-094	113-149
S3	113-022	113-056	113-143
S4	112-269	112-303	113-123

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-123	114-090	113-251
R3	114-035	114-003	113-227
R2	113-268	113-268	113-219
R1	113-235	113-235	113-211	113-208
PP	113-180	113-180	113-180	113-166
S1	113-147	113-147	113-194	113-120
S2	113-092	113-092	113-186
S3	113-005	113-060	113-178
S4	112-237	112-292	113-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-207	113-125	0-082	0.2%	0-058	0.2%	45%	False	False	628,548
10	113-260	113-125	0-135	0.4%	0-066	0.2%	28%	False	False	602,848
20	113-260	113-050	0-210	0.6%	0-068	0.2%	54%	False	False	674,211
40	114-153	112-167	1-305	1.7%	0-089	0.2%	50%	False	False	849,694
60	114-153	112-147	2-005	1.8%	0-077	0.2%	52%	False	False	576,922
80	114-173	112-147	2-025	1.8%	0-066	0.2%	50%	False	False	433,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114-193
2.618	114-075
1.618	114-002
1.000	113-277
0.618	113-250
HIGH	113-205
0.618	113-177
0.500	113-169
0.382	113-160
LOW	113-133
0.618	113-088
1.000	113-060
1.618	113-015
2.618	112-263
4.250	112-144

Fisher Pivots for day following 16-Jul-2018
Pivot	1 day	3 day
R1	113-169	113-166
PP	113-167	113-165
S1	113-165	113-164

Download as Excel Spreadsheet

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

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