ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 18-Jul-2018

Day Change Summary
	Previous	Current
	17-Jul-2018	18-Jul-2018	Change	Change %	Previous Week
Open	113-165	113-145	-0-020	-0.1%	113-210
High	113-175	113-173	-0-002	0.0%	113-213
Low	113-140	113-130	-0-010	0.0%	113-125
Close	113-150	113-142	-0-008	0.0%	113-202
Range	0-035	0-042	0-007	21.4%	0-088
ATR	0-070	0-068	-0-002	-2.8%	0-000
Volume	453,378	468,092	14,714	3.2%	3,000,780

Daily Pivots for day following 18-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-276	113-252	113-166
R3	113-233	113-209	113-154
R2	113-191	113-191	113-150
R1	113-167	113-167	113-146	113-158
PP	113-148	113-148	113-148	113-144
S1	113-124	113-124	113-139	113-115
S2	113-106	113-106	113-135
S3	113-063	113-082	113-131
S4	113-021	113-039	113-119

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%	0-051	0.1%	21%	False	False	544,227
10	113-260	113-125	0-135	0.4%	0-057	0.2%	13%	False	False	568,286
20	113-260	113-050	0-210	0.6%	0-064	0.2%	44%	False	False	654,769
40	114-153	112-215	1-258	1.6%	0-087	0.2%	43%	False	False	865,503
60	114-153	112-147	2-005	1.8%	0-076	0.2%	49%	False	False	592,139
80	114-173	112-147	2-025	1.8%	0-067	0.2%	47%	False	False	444,556

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-033
2.618	113-284
1.618	113-241
1.000	113-215
0.618	113-199
HIGH	113-173
0.618	113-156
0.500	113-151
0.382	113-146
LOW	113-130
0.618	113-104
1.000	113-088
1.618	113-061
2.618	113-019
4.250	112-269

Fisher Pivots for day following 18-Jul-2018
Pivot	1 day	3 day
R1	113-151	113-168
PP	113-148	113-159
S1	113-145	113-151

Download as Excel Spreadsheet

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

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