ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 17-Aug-2018

Day Change Summary
	Previous	Current
	16-Aug-2018	17-Aug-2018	Change	Change %	Previous Week
Open	113-210	113-198	-0-013	0.0%	113-220
High	113-222	113-233	0-010	0.0%	113-258
Low	113-165	113-182	0-018	0.0%	113-153
Close	113-193	113-187	-0-005	0.0%	113-187
Range	0-058	0-050	-0-007	-13.0%	0-105
ATR	0-069	0-067	-0-001	-1.9%	0-000
Volume	693,614	638,165	-55,449	-8.0%	4,033,152

Daily Pivots for day following 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-031	113-319	113-215
R3	113-301	113-269	113-201
R2	113-251	113-251	113-197
R1	113-219	113-219	113-192	113-210
PP	113-201	113-201	113-201	113-196
S1	113-169	113-169	113-183	113-160
S2	113-151	113-151	113-178
S3	113-101	113-119	113-174
S4	113-051	113-069	113-160

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-194	114-136	113-245
R3	114-089	114-031	113-216
R2	113-304	113-304	113-207
R1	113-246	113-246	113-197	113-222
PP	113-199	113-199	113-199	113-188
S1	113-141	113-141	113-178	113-118
S2	113-094	113-094	113-168
S3	112-309	113-036	113-159
S4	112-204	112-251	113-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-258	113-153	0-105	0.3%	0-066	0.2%	33%	False	False	806,630
10	113-258	113-045	0-213	0.6%	0-066	0.2%	67%	False	False	756,349
20	113-258	112-305	0-273	0.7%	0-064	0.2%	74%	False	False	770,804
40	113-260	112-305	0-275	0.8%	0-064	0.2%	74%	False	False	715,451
60	114-153	112-290	1-182	1.4%	0-080	0.2%	43%	False	False	842,085
80	114-153	112-147	2-005	1.8%	0-074	0.2%	56%	False	False	657,502
100	114-173	112-147	2-025	1.8%	0-068	0.2%	54%	False	False	526,412
120	114-173	112-147	2-025	1.8%	0-057	0.2%	54%	False	False	438,676

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	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-125
2.618	114-043
1.618	113-313
1.000	113-283
0.618	113-263
HIGH	113-233
0.618	113-213
0.500	113-208
0.382	113-202
LOW	113-182
0.618	113-152
1.000	113-132
1.618	113-102
2.618	113-052
4.250	112-290

Fisher Pivots for day following 17-Aug-2018
Pivot	1 day	3 day
R1	113-208	113-206
PP	113-201	113-200
S1	113-194	113-194

Download as Excel Spreadsheet

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

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