ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 20-Jul-2018

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	113-145	113-193	0-048	0.1%	113-205
High	113-210	113-202	-0-008	0.0%	113-210
Low	113-100	113-142	0-042	0.1%	113-100
Close	113-187	113-153	-0-035	-0.1%	113-153
Range	0-110	0-060	-0-050	-45.5%	0-110
ATR	0-071	0-071	-0-001	-1.1%	0-000
Volume	924,971	735,626	-189,345	-20.5%	3,194,687

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-026	113-309	113-186
R3	113-286	113-249	113-169
R2	113-226	113-226	113-164
R1	113-189	113-189	113-158	113-178
PP	113-166	113-166	113-166	113-160
S1	113-129	113-129	113-147	113-118
S2	113-106	113-106	113-142
S3	113-046	113-069	113-136
S4	112-306	113-009	113-120

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-164	114-108	113-213
R3	114-054	113-318	113-183
R2	113-264	113-264	113-173
R1	113-208	113-208	113-163	113-181
PP	113-154	113-154	113-154	113-141
S1	113-098	113-098	113-142	113-071
S2	113-044	113-044	113-132
S3	112-254	112-308	113-122
S4	112-144	112-198	113-092

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%	0-064	0.2%	48%	False	False	638,937
10	113-213	113-100	0-113	0.3%	0-059	0.2%	47%	False	False	619,546
20	113-260	113-095	0-165	0.5%	0-063	0.2%	35%	False	False	660,099
40	114-153	112-290	1-182	1.4%	0-088	0.2%	36%	False	False	877,726
60	114-153	112-147	2-005	1.8%	0-077	0.2%	50%	False	False	619,735
80	114-173	112-147	2-025	1.8%	0-069	0.2%	49%	False	False	465,314
100	114-173	112-147	2-025	1.8%	0-055	0.2%	49%	False	False	372,251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-137
2.618	114-040
1.618	113-300
1.000	113-262
0.618	113-240
HIGH	113-202
0.618	113-180
0.500	113-172
0.382	113-165
LOW	113-142
0.618	113-105
1.000	113-082
1.618	113-045
2.618	112-305
4.250	112-207

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	113-172	113-155
PP	113-166	113-154
S1	113-159	113-153

Download as Excel Spreadsheet

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

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