ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	113-040	113-030	-0-010	0.0%	113-155
High	113-085	113-065	-0-020	-0.1%	113-175
Low	113-030	112-305	-0-045	-0.1%	113-010
Close	113-040	113-002	-0-038	-0.1%	113-040
Range	0-055	0-080	0-025	45.5%	0-165
ATR	0-066	0-067	0-001	1.5%	0-000
Volume	1,063,712	862,236	-201,476	-18.9%	3,935,353

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-257	113-210	113-046
R3	113-177	113-130	113-024
R2	113-097	113-097	113-017
R1	113-050	113-050	113-010	113-034
PP	113-017	113-017	113-017	113-009
S1	112-290	112-290	112-315	112-274
S2	112-257	112-257	112-308
S3	112-177	112-210	112-300
S4	112-097	112-130	112-278

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	113-085	112-305	0-100	0.3%	0-053	0.1%	18%	False	True	765,721
10	113-210	112-305	0-225	0.6%	0-066	0.2%	8%	False	True	808,804
20	113-260	112-305	0-275	0.8%	0-062	0.2%	6%	False	True	688,545
40	113-260	112-290	0-290	0.8%	0-070	0.2%	11%	False	False	732,467
60	114-153	112-147	2-005	1.8%	0-080	0.2%	27%	False	False	725,348
80	114-153	112-147	2-005	1.8%	0-072	0.2%	27%	False	False	545,651
100	114-173	112-147	2-025	1.8%	0-060	0.2%	26%	False	False	436,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	114-085
2.618	113-274
1.618	113-194
1.000	113-145
0.618	113-114
HIGH	113-065
0.618	113-034
0.500	113-025
0.382	113-016
LOW	112-305
0.618	112-256
1.000	112-225
1.618	112-176
2.618	112-096
4.250	111-285

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	113-025	113-035
PP	113-017	113-024
S1	113-010	113-013

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols