ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	113-030	113-005	-0-025	-0.1%	113-155
High	113-065	113-042	-0-022	-0.1%	113-175
Low	112-305	112-315	0-010	0.0%	113-010
Close	113-002	113-040	0-038	0.1%	113-040
Range	0-080	0-047	-0-033	-40.6%	0-165
ATR	0-067	0-066	-0-001	-2.1%	0-000
Volume	862,236	702,367	-159,869	-18.5%	3,935,353

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-168	113-152	113-066
R3	113-121	113-104	113-053
R2	113-073	113-073	113-049
R1	113-057	113-057	113-044	113-065
PP	113-026	113-026	113-026	113-030
S1	113-009	113-009	113-036	113-018
S2	112-298	112-298	113-031
S3	112-251	112-282	113-027
S4	112-203	112-234	113-014

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%	0-052	0.1%	55%	False	False	764,101
10	113-202	112-305	0-218	0.6%	0-060	0.2%	25%	False	False	786,543
20	113-260	112-305	0-275	0.8%	0-061	0.2%	20%	False	False	694,034
40	113-260	112-290	0-290	0.8%	0-069	0.2%	24%	False	False	730,009
60	114-153	112-147	2-005	1.8%	0-079	0.2%	33%	False	False	736,572
80	114-153	112-147	2-005	1.8%	0-072	0.2%	33%	False	False	554,428
100	114-173	112-147	2-025	1.8%	0-061	0.2%	32%	False	False	443,549

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 3 trading days

Fibonacci Retracements and Extensions
4.250	113-244
2.618	113-167
1.618	113-119
1.000	113-090
0.618	113-072
HIGH	113-042
0.618	113-024
0.500	113-019
0.382	113-013
LOW	112-315
0.618	112-286
1.000	112-268
1.618	112-238
2.618	112-191
4.250	112-113

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	113-033	113-038
PP	113-026	113-037
S1	113-019	113-035

Download as Excel Spreadsheet

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

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