ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 03-Aug-2018

Day Change Summary
	Previous	Current
	02-Aug-2018	03-Aug-2018	Change	Change %	Previous Week
Open	113-005	113-030	0-025	0.1%	113-047
High	113-042	113-098	0-055	0.2%	113-098
Low	112-315	113-020	0-025	0.1%	112-305
Close	113-040	113-095	0-055	0.2%	113-095
Range	0-047	0-078	0-030	63.2%	0-113
ATR	0-066	0-066	0-001	1.3%	0-000
Volume	702,367	722,777	20,410	2.9%	3,917,235

Daily Pivots for day following 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-303	113-277	113-138
R3	113-226	113-199	113-116
R2	113-148	113-148	113-109
R1	113-122	113-122	113-102	113-135
PP	113-071	113-071	113-071	113-078
S1	113-044	113-044	113-088	113-058
S2	112-313	112-313	113-081
S3	112-236	112-287	113-074
S4	112-158	112-209	113-052

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-077	114-038	113-157
R3	113-284	113-246	113-126
R2	113-172	113-172	113-116
R1	113-133	113-133	113-105	113-153
PP	113-059	113-059	113-059	113-069
S1	113-021	113-021	113-085	113-040
S2	112-267	112-267	113-074
S3	112-154	112-228	113-064
S4	112-042	112-116	113-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-098	112-305	0-113	0.3%	0-059	0.2%	98%	True	False	783,447
10	113-175	112-305	0-190	0.5%	0-062	0.2%	58%	False	False	785,258
20	113-213	112-305	0-228	0.6%	0-061	0.2%	48%	False	False	702,402
40	113-260	112-290	0-290	0.8%	0-067	0.2%	43%	False	False	720,545
60	114-153	112-147	2-005	1.8%	0-080	0.2%	41%	False	False	746,975
80	114-153	112-147	2-005	1.8%	0-073	0.2%	41%	False	False	563,450
100	114-173	112-147	2-025	1.8%	0-061	0.2%	40%	False	False	450,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-107
2.618	113-300
1.618	113-223
1.000	113-175
0.618	113-145
HIGH	113-098
0.618	113-068
0.500	113-059
0.382	113-050
LOW	113-020
0.618	112-292
1.000	112-262
1.618	112-215
2.618	112-137
4.250	112-011

Fisher Pivots for day following 03-Aug-2018
Pivot	1 day	3 day
R1	113-083	113-077
PP	113-071	113-059
S1	113-059	113-041

Download as Excel Spreadsheet

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

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