ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 30-Jul-2018

Day Change Summary
	Previous	Current
	27-Jul-2018	30-Jul-2018	Change	Change %	Previous Week
Open	113-020	113-047	0-027	0.1%	113-155
High	113-053	113-050	-0-002	0.0%	113-175
Low	113-010	113-013	0-002	0.0%	113-010
Close	113-040	113-038	-0-002	0.0%	113-040
Range	0-042	0-038	-0-005	-11.7%	0-165
ATR	0-069	0-067	-0-002	-3.3%	0-000
Volume	626,049	566,143	-59,906	-9.6%	3,935,353

Daily Pivots for day following 30-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-146	113-129	113-058
R3	113-108	113-092	113-048
R2	113-071	113-071	113-044
R1	113-054	113-054	113-041	113-044
PP	113-033	113-033	113-033	113-028
S1	113-017	113-017	113-034	113-006
S2	112-316	112-316	113-031
S3	112-278	112-299	113-027
S4	112-241	112-262	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	113-093	113-010	0-082	0.2%	0-048	0.1%	33%	False	False	729,471
10	113-210	113-010	0-200	0.6%	0-061	0.2%	14%	False	False	708,356
20	113-260	113-010	0-250	0.7%	0-063	0.2%	11%	False	False	655,602
40	113-260	112-290	0-290	0.8%	0-071	0.2%	23%	False	False	725,982
60	114-153	112-147	2-005	1.8%	0-079	0.2%	33%	False	False	693,914
80	114-153	112-147	2-005	1.8%	0-072	0.2%	33%	False	False	521,583
100	114-173	112-147	2-025	1.8%	0-059	0.2%	32%	False	False	417,266

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	113-209
2.618	113-148
1.618	113-111
1.000	113-088
0.618	113-073
HIGH	113-050
0.618	113-036
0.500	113-031
0.382	113-027
LOW	113-013
0.618	112-309
1.000	112-295
1.618	112-272
2.618	112-234
4.250	112-173

Fisher Pivots for day following 30-Jul-2018
Pivot	1 day	3 day
R1	113-035	113-038
PP	113-033	113-038
S1	113-031	113-038

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

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