ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 13-Aug-2018

Day Change Summary
	Previous	Current
	10-Aug-2018	13-Aug-2018	Change	Change %	Previous Week
Open	113-102	113-220	0-118	0.3%	113-098
High	113-233	113-250	0-018	0.0%	113-233
Low	113-100	113-178	0-078	0.2%	113-045
Close	113-225	113-198	-0-027	-0.1%	113-225
Range	0-133	0-073	-0-060	-45.3%	0-188
ATR	0-067	0-068	0-000	0.5%	0-000
Volume	1,224,940	1,131,749	-93,191	-7.6%	3,530,342

Daily Pivots for day following 13-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-106	114-064	113-237
R3	114-033	113-312	113-217
R2	113-281	113-281	113-211
R1	113-239	113-239	113-204	113-224
PP	113-208	113-208	113-208	113-201
S1	113-167	113-167	113-191	113-151
S2	113-136	113-136	113-184
S3	113-063	113-094	113-178
S4	112-311	113-022	113-158

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	113-250	113-045	0-205	0.6%	0-071	0.2%	74%	True	False	829,776
10	113-250	112-305	0-265	0.7%	0-067	0.2%	80%	True	False	801,318
20	113-250	112-305	0-265	0.7%	0-064	0.2%	80%	True	False	754,837
40	113-260	112-305	0-275	0.8%	0-066	0.2%	77%	False	False	714,524
60	114-153	112-167	1-305	1.7%	0-080	0.2%	56%	False	False	818,075
80	114-153	112-147	2-005	1.8%	0-073	0.2%	57%	False	False	621,401
100	114-173	112-147	2-025	1.8%	0-065	0.2%	56%	False	False	497,398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-238
2.618	114-120
1.618	114-047
1.000	114-003
0.618	113-295
HIGH	113-250
0.618	113-222
0.500	113-214
0.382	113-205
LOW	113-178
0.618	113-133
1.000	113-105
1.618	113-060
2.618	112-308
4.250	112-189

Fisher Pivots for day following 13-Aug-2018
Pivot	1 day	3 day
R1	113-214	113-183
PP	113-208	113-168
S1	113-203	113-154

Download as Excel Spreadsheet

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

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