ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 07-Aug-2018

Day Change Summary
	Previous	Current
	06-Aug-2018	07-Aug-2018	Change	Change %	Previous Week
Open	113-098	113-107	0-010	0.0%	113-047
High	113-127	113-110	-0-017	0.0%	113-098
Low	113-075	113-045	-0-030	-0.1%	112-305
Close	113-107	113-053	-0-055	-0.2%	113-095
Range	0-052	0-065	0-013	23.9%	0-113
ATR	0-065	0-065	0-000	0.0%	0-000
Volume	513,207	550,153	36,946	7.2%	3,917,235

Daily Pivots for day following 07-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-264	113-223	113-088
R3	113-199	113-158	113-070
R2	113-134	113-134	113-064
R1	113-093	113-093	113-058	113-081
PP	113-069	113-069	113-069	113-063
S1	113-028	113-028	113-047	113-016
S2	113-004	113-004	113-041
S3	112-259	112-283	113-035
S4	112-194	112-218	113-017

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	113-127	112-305	0-142	0.4%	0-064	0.2%	47%	False	False	670,148
10	113-127	112-305	0-142	0.4%	0-057	0.2%	47%	False	False	730,665
20	113-210	112-305	0-225	0.6%	0-062	0.2%	30%	False	False	704,808
40	113-260	112-290	0-290	0.8%	0-066	0.2%	28%	False	False	709,989
60	114-153	112-147	2-005	1.8%	0-080	0.2%	35%	False	False	763,626
80	114-153	112-147	2-005	1.8%	0-072	0.2%	35%	False	False	576,729
100	114-173	112-147	2-025	1.8%	0-062	0.2%	34%	False	False	461,410

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-066
2.618	113-280
1.618	113-215
1.000	113-175
0.618	113-150
HIGH	113-110
0.618	113-085
0.500	113-078
0.382	113-070
LOW	113-045
0.618	113-005
1.000	112-300
1.618	112-260
2.618	112-195
4.250	112-089

Fisher Pivots for day following 07-Aug-2018
Pivot	1 day	3 day
R1	113-078	113-074
PP	113-069	113-067
S1	113-061	113-060

Download as Excel Spreadsheet

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

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