ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 16-Aug-2018

Day Change Summary
	Previous	Current
	15-Aug-2018	16-Aug-2018	Change	Change %	Previous Week
Open	113-160	113-210	0-050	0.1%	113-098
High	113-258	113-222	-0-035	-0.1%	113-233
Low	113-155	113-165	0-010	0.0%	113-045
Close	113-230	113-193	-0-038	-0.1%	113-225
Range	0-102	0-058	-0-045	-43.9%	0-188
ATR	0-069	0-069	0-000	-0.4%	0-000
Volume	895,886	693,614	-202,272	-22.6%	3,530,342

Daily Pivots for day following 16-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-046	114-017	113-224
R3	113-308	113-279	113-208
R2	113-251	113-251	113-203
R1	113-222	113-222	113-198	113-208
PP	113-193	113-193	113-193	113-186
S1	113-164	113-164	113-187	113-150
S2	113-136	113-136	113-182
S3	113-078	113-107	113-177
S4	113-021	113-049	113-161

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	113-100	0-158	0.4%	0-082	0.2%	59%	False	False	923,985
10	113-258	113-020	0-238	0.7%	0-069	0.2%	73%	False	False	764,810
20	113-258	112-305	0-273	0.7%	0-065	0.2%	76%	False	False	775,677
40	113-260	112-305	0-275	0.8%	0-065	0.2%	75%	False	False	720,331
60	114-153	112-240	1-233	1.5%	0-081	0.2%	49%	False	False	846,183
80	114-153	112-147	2-005	1.8%	0-074	0.2%	57%	False	False	649,581
100	114-173	112-147	2-025	1.8%	0-067	0.2%	55%	False	False	520,030

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-147
2.618	114-053
1.618	113-316
1.000	113-280
0.618	113-258
HIGH	113-222
0.618	113-201
0.500	113-194
0.382	113-187
LOW	113-165
0.618	113-129
1.000	113-107
1.618	113-072
2.618	113-014
4.250	112-241

Fisher Pivots for day following 16-Aug-2018
Pivot	1 day	3 day
R1	113-194	113-205
PP	113-193	113-201
S1	113-193	113-197

Download as Excel Spreadsheet

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

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