ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 10-Aug-2018

Day Change Summary
	Previous	Current
	09-Aug-2018	10-Aug-2018	Change	Change %	Previous Week
Open	113-062	113-102	0-040	0.1%	113-098
High	113-110	113-233	0-122	0.3%	113-233
Low	113-058	113-100	0-042	0.1%	113-045
Close	113-098	113-225	0-127	0.4%	113-225
Range	0-053	0-133	0-080	152.3%	0-188
ATR	0-062	0-067	0-005	8.3%	0-000
Volume	662,560	1,224,940	562,380	84.9%	3,530,342

Daily Pivots for day following 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-263	114-217	113-298
R3	114-131	114-084	113-261
R2	113-318	113-318	113-249
R1	113-272	113-272	113-237	113-295
PP	113-186	113-186	113-186	113-198
S1	113-139	113-139	113-213	113-162
S2	113-053	113-053	113-201
S3	112-241	113-007	113-189
S4	112-108	112-194	113-152

Weekly Pivots for week ending 10-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-090	115-025	114-008
R3	114-223	114-158	113-277
R2	114-035	114-035	113-259
R1	113-290	113-290	113-242	114-003
PP	113-167	113-167	113-167	113-184
S1	113-102	113-102	113-208	113-135
S2	112-300	112-300	113-191
S3	112-112	112-235	113-173
S4	111-245	112-047	113-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-233	113-045	0-188	0.5%	0-067	0.2%	96%	True	False	706,068
10	113-233	112-305	0-248	0.7%	0-063	0.2%	97%	True	False	744,757
20	113-233	112-305	0-248	0.7%	0-064	0.2%	97%	True	False	728,880
40	113-260	112-305	0-275	0.8%	0-066	0.2%	87%	False	False	706,878
60	114-153	112-147	2-005	1.8%	0-080	0.2%	62%	False	False	800,420
80	114-153	112-147	2-005	1.8%	0-073	0.2%	62%	False	False	607,294
100	114-173	112-147	2-025	1.8%	0-065	0.2%	60%	False	False	486,080

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	0-011
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	115-156
2.618	114-259
1.618	114-127
1.000	114-045
0.618	113-314
HIGH	113-233
0.618	113-182
0.500	113-166
0.382	113-151
LOW	113-100
0.618	113-018
1.000	112-287
1.618	112-206
2.618	112-073
4.250	111-177

Fisher Pivots for day following 10-Aug-2018
Pivot	1 day	3 day
R1	113-205	113-196
PP	113-186	113-167
S1	113-166	113-139

Download as Excel Spreadsheet

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

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