ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 19-Jul-2018

Day Change Summary
	Previous	Current
	18-Jul-2018	19-Jul-2018	Change	Change %	Previous Week
Open	113-145	113-145	0-000	0.0%	113-210
High	113-173	113-210	0-038	0.1%	113-213
Low	113-130	113-100	-0-030	-0.1%	113-125
Close	113-142	113-187	0-045	0.1%	113-202
Range	0-042	0-110	0-068	158.9%	0-088
ATR	0-068	0-071	0-003	4.3%	0-000
Volume	468,092	924,971	456,879	97.6%	3,000,780

Daily Pivots for day following 19-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-176	114-132	113-248
R3	114-066	114-022	113-218
R2	113-276	113-276	113-208
R1	113-232	113-232	113-198	113-254
PP	113-166	113-166	113-166	113-177
S1	113-122	113-122	113-177	113-144
S2	113-056	113-056	113-167
S3	112-266	113-012	113-157
S4	112-156	112-222	113-127

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	113-210	113-100	0-110	0.3%	0-063	0.2%	80%	True	True	597,925
10	113-260	113-100	0-160	0.4%	0-062	0.2%	55%	False	True	601,524
20	113-260	113-050	0-210	0.6%	0-065	0.2%	65%	False	False	664,986
40	114-153	112-240	1-233	1.5%	0-089	0.2%	48%	False	False	881,436
60	114-153	112-147	2-005	1.8%	0-077	0.2%	56%	False	False	607,550
80	114-173	112-147	2-025	1.8%	0-068	0.2%	54%	False	False	456,118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	115-038
2.618	114-178
1.618	114-068
1.000	114-000
0.618	113-278
HIGH	113-210
0.618	113-168
0.500	113-155
0.382	113-142
LOW	113-100
0.618	113-032
1.000	112-310
1.618	112-242
2.618	112-132
4.250	111-272

Fisher Pivots for day following 19-Jul-2018
Pivot	1 day	3 day
R1	113-177	113-177
PP	113-166	113-166
S1	113-155	113-155

Download as Excel Spreadsheet

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

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