ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 24-Jul-2018

Day Change Summary
	Previous	Current
	23-Jul-2018	24-Jul-2018	Change	Change %	Previous Week
Open	113-155	113-073	-0-082	-0.2%	113-205
High	113-175	113-093	-0-082	-0.2%	113-210
Low	113-055	113-045	-0-010	0.0%	113-100
Close	113-058	113-070	0-013	0.0%	113-153
Range	0-120	0-048	-0-072	-60.4%	0-110
ATR	0-074	0-072	-0-002	-2.6%	0-000
Volume	854,139	755,153	-98,986	-11.6%	3,194,687

Daily Pivots for day following 24-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-212	113-188	113-096
R3	113-164	113-141	113-083
R2	113-117	113-117	113-079
R1	113-093	113-093	113-074	113-081
PP	113-069	113-069	113-069	113-063
S1	113-046	113-046	113-066	113-034
S2	113-022	113-022	113-061
S3	112-294	112-318	113-057
S4	112-247	112-271	113-044

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	113-045	0-165	0.5%	0-076	0.2%	15%	False	True	747,596
10	113-210	113-045	0-165	0.5%	0-066	0.2%	15%	False	True	678,951
20	113-260	113-045	0-215	0.6%	0-067	0.2%	12%	False	True	672,269
40	114-153	112-290	1-182	1.4%	0-087	0.2%	20%	False	False	851,872
60	114-153	112-147	2-005	1.8%	0-079	0.2%	38%	False	False	646,123
80	114-173	112-147	2-025	1.8%	0-071	0.2%	36%	False	False	485,430
100	114-173	112-147	2-025	1.8%	0-057	0.2%	36%	False	False	388,344

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-294
2.618	113-217
1.618	113-169
1.000	113-140
0.618	113-122
HIGH	113-093
0.618	113-074
0.500	113-069
0.382	113-063
LOW	113-045
0.618	113-016
1.000	112-317
1.618	112-288
2.618	112-241
4.250	112-163

Fisher Pivots for day following 24-Jul-2018
Pivot	1 day	3 day
R1	113-070	113-124
PP	113-069	113-106
S1	113-069	113-088

Download as Excel Spreadsheet

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

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