ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 22-Aug-2018

Day Change Summary
	Previous	Current
	21-Aug-2018	22-Aug-2018	Change	Change %	Previous Week
Open	113-267	113-247	-0-020	-0.1%	113-220
High	113-267	113-278	0-010	0.0%	113-258
Low	113-213	113-233	0-020	0.1%	113-153
Close	113-225	113-255	0-030	0.1%	113-187
Range	0-055	0-045	-0-010	-18.2%	0-105
ATR	0-068	0-066	-0-001	-1.6%	0-000
Volume	628,120	919,953	291,833	46.5%	4,033,152

Daily Pivots for day following 22-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-070	114-047	113-280
R3	114-025	114-002	113-267
R2	113-300	113-300	113-263
R1	113-278	113-278	113-259	113-289
PP	113-255	113-255	113-255	113-261
S1	113-233	113-233	113-251	113-244
S2	113-210	113-210	113-247
S3	113-165	113-188	113-243
S4	113-120	113-143	113-230

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	113-278	113-165	0-113	0.3%	0-058	0.2%	80%	True	False	707,106
10	113-278	113-058	0-220	0.6%	0-070	0.2%	90%	True	False	812,440
20	113-278	112-305	0-293	0.8%	0-062	0.2%	92%	True	False	751,049
40	113-278	112-305	0-293	0.8%	0-064	0.2%	92%	True	False	720,306
60	114-153	112-290	1-182	1.4%	0-074	0.2%	57%	False	False	779,105
80	114-153	112-147	2-005	1.8%	0-075	0.2%	66%	False	False	684,693
100	114-153	112-147	2-005	1.8%	0-069	0.2%	66%	False	False	548,449
120	114-173	112-147	2-025	1.8%	0-058	0.2%	64%	False	False	457,041

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114-149
2.618	114-075
1.618	114-030
1.000	114-002
0.618	113-305
HIGH	113-278
0.618	113-260
0.500	113-255
0.382	113-250
LOW	113-233
0.618	113-205
1.000	113-188
1.618	113-160
2.618	113-115
4.250	113-041

Fisher Pivots for day following 22-Aug-2018
Pivot	1 day	3 day
R1	113-255	113-248
PP	113-255	113-241
S1	113-255	113-234

Download as Excel Spreadsheet

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

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