ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 15-Aug-2018

Day Change Summary
	Previous	Current
	14-Aug-2018	15-Aug-2018	Change	Change %	Previous Week
Open	113-182	113-160	-0-022	-0.1%	113-098
High	113-198	113-258	0-060	0.2%	113-233
Low	113-153	113-155	0-002	0.0%	113-045
Close	113-170	113-230	0-060	0.2%	113-225
Range	0-045	0-102	0-058	127.8%	0-188
ATR	0-066	0-069	0-003	3.9%	0-000
Volume	673,738	895,886	222,148	33.0%	3,530,342

Daily Pivots for day following 15-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-202	114-158	113-286
R3	114-099	114-056	113-258
R2	113-317	113-317	113-249
R1	113-273	113-273	113-239	113-295
PP	113-214	113-214	113-214	113-225
S1	113-171	113-171	113-221	113-193
S2	113-112	113-112	113-211
S3	113-009	113-068	113-202
S4	112-227	112-286	113-174

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	113-258	113-058	0-200	0.5%	0-081	0.2%	86%	True	False	917,774
10	113-258	112-315	0-262	0.7%	0-068	0.2%	90%	True	False	765,685
20	113-258	112-305	0-273	0.7%	0-067	0.2%	90%	True	False	787,245
40	113-260	112-305	0-275	0.8%	0-066	0.2%	89%	False	False	721,007
60	114-153	112-215	1-258	1.6%	0-081	0.2%	58%	False	False	839,417
80	114-153	112-147	2-005	1.8%	0-074	0.2%	62%	False	False	640,916
100	114-173	112-147	2-025	1.8%	0-067	0.2%	61%	False	False	513,094

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	0-011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-053
2.618	114-206
1.618	114-103
1.000	114-040
0.618	114-001
HIGH	113-258
0.618	113-218
0.500	113-206
0.382	113-194
LOW	113-155
0.618	113-092
1.000	113-053
1.618	112-309
2.618	112-207
4.250	112-039

Fisher Pivots for day following 15-Aug-2018
Pivot	1 day	3 day
R1	113-222	113-222
PP	113-214	113-213
S1	113-206	113-205

Download as Excel Spreadsheet

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

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