ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 20-Aug-2018

Day Change Summary
	Previous	Current
	17-Aug-2018	20-Aug-2018	Change	Change %	Previous Week
Open	113-198	113-198	0-000	0.0%	113-220
High	113-233	113-273	0-040	0.1%	113-258
Low	113-182	113-190	0-008	0.0%	113-153
Close	113-187	113-262	0-075	0.2%	113-187
Range	0-050	0-082	0-032	64.9%	0-105
ATR	0-067	0-068	0-001	1.9%	0-000
Volume	638,165	655,682	17,517	2.7%	4,033,152

Daily Pivots for day following 20-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-169	114-138	113-308
R3	114-087	114-056	113-285
R2	114-004	114-004	113-278
R1	113-293	113-293	113-270	113-309
PP	113-242	113-242	113-242	113-249
S1	113-211	113-211	113-255	113-226
S2	113-159	113-159	113-247
S3	113-077	113-128	113-240
S4	112-314	113-046	113-217

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	113-273	113-153	0-120	0.3%	0-068	0.2%	92%	True	False	711,417
10	113-273	113-045	0-228	0.6%	0-069	0.2%	96%	True	False	770,596
20	113-273	112-305	0-288	0.8%	0-062	0.2%	97%	True	False	760,881
40	113-273	112-305	0-288	0.8%	0-065	0.2%	97%	True	False	719,693
60	114-153	112-290	1-182	1.4%	0-080	0.2%	58%	False	False	834,495
80	114-153	112-147	2-005	1.8%	0-074	0.2%	67%	False	False	665,417
100	114-173	112-147	2-025	1.8%	0-069	0.2%	65%	False	False	532,969
120	114-173	112-147	2-025	1.8%	0-057	0.2%	65%	False	False	444,140

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	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-303
2.618	114-168
1.618	114-086
1.000	114-035
0.618	114-003
HIGH	113-273
0.618	113-241
0.500	113-231
0.382	113-222
LOW	113-190
0.618	113-139
1.000	113-108
1.618	113-057
2.618	112-294
4.250	112-159

Fisher Pivots for day following 20-Aug-2018
Pivot	1 day	3 day
R1	113-252	113-248
PP	113-242	113-233
S1	113-231	113-219

Download as Excel Spreadsheet

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

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