ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	113-033	113-020	-0-013	0.0%	113-155
High	113-065	113-053	-0-012	0.0%	113-175
Low	113-013	113-010	-0-002	0.0%	113-010
Close	113-025	113-040	0-015	0.0%	113-040
Range	0-052	0-042	-0-010	-19.0%	0-165
ATR	0-071	0-069	-0-002	-2.9%	0-000
Volume	710,465	626,049	-84,416	-11.9%	3,935,353

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-162	113-143	113-063
R3	113-119	113-101	113-052
R2	113-077	113-077	113-048
R1	113-058	113-058	113-044	113-068
PP	113-034	113-034	113-034	113-039
S1	113-016	113-016	113-036	113-025
S2	112-312	112-312	113-032
S3	112-269	112-293	113-028
S4	112-227	112-251	113-017

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-250	114-150	113-131
R3	114-085	113-305	113-085
R2	113-240	113-240	113-070
R1	113-140	113-140	113-055	113-108
PP	113-075	113-075	113-075	113-059
S1	112-295	112-295	113-025	112-263
S2	112-230	112-230	113-010
S3	112-065	112-130	112-315
S4	111-220	111-285	112-269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-175	113-010	0-165	0.5%	0-064	0.2%	18%	False	True	787,070
10	113-210	113-010	0-200	0.6%	0-064	0.2%	15%	False	True	713,004
20	113-260	113-010	0-250	0.7%	0-064	0.2%	12%	False	True	672,183
40	113-260	112-290	0-290	0.8%	0-073	0.2%	24%	False	False	741,457
60	114-153	112-147	2-005	1.8%	0-079	0.2%	33%	False	False	684,620
80	114-153	112-147	2-005	1.8%	0-071	0.2%	33%	False	False	514,506
100	114-173	112-147	2-025	1.8%	0-058	0.2%	32%	False	False	411,604

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	113-233
2.618	113-164
1.618	113-121
1.000	113-095
0.618	113-079
HIGH	113-053
0.618	113-036
0.500	113-031
0.382	113-026
LOW	113-010
0.618	112-304
1.000	112-288
1.618	112-261
2.618	112-219
4.250	112-149

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	113-037	113-048
PP	113-034	113-045
S1	113-031	113-043

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

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