ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 23-Aug-2018

Day Change Summary
	Previous	Current
	22-Aug-2018	23-Aug-2018	Change	Change %	Previous Week
Open	113-247	113-255	0-008	0.0%	113-220
High	113-278	113-265	-0-013	0.0%	113-258
Low	113-233	113-220	-0-013	0.0%	113-153
Close	113-255	113-240	-0-015	0.0%	113-187
Range	0-045	0-045	0-000	0.0%	0-105
ATR	0-066	0-065	-0-002	-2.3%	0-000
Volume	919,953	1,449,702	529,749	57.6%	4,033,152

Daily Pivots for day following 23-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-057	114-033	113-265
R3	114-012	113-308	113-252
R2	113-287	113-287	113-248
R1	113-263	113-263	113-244	113-252
PP	113-242	113-242	113-242	113-236
S1	113-218	113-218	113-236	113-208
S2	113-197	113-197	113-232
S3	113-152	113-173	113-228
S4	113-107	113-128	113-215

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	113-182	0-095	0.3%	0-055	0.2%	61%	False	False	858,324
10	113-278	113-100	0-178	0.5%	0-069	0.2%	79%	False	False	891,154
20	113-278	112-305	0-293	0.8%	0-061	0.2%	87%	False	False	788,011
40	113-278	112-305	0-293	0.8%	0-063	0.2%	87%	False	False	731,735
60	113-293	112-290	1-002	0.9%	0-070	0.2%	84%	False	False	773,423
80	114-153	112-147	2-005	1.8%	0-075	0.2%	64%	False	False	702,737
100	114-153	112-147	2-005	1.8%	0-069	0.2%	64%	False	False	562,946
120	114-173	112-147	2-025	1.8%	0-059	0.2%	62%	False	False	469,122

Crabel Price Patterns
NR	False
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	0-011

Fibonacci Retracements and Extensions
4.250	114-136
2.618	114-063
1.618	114-018
1.000	113-310
0.618	113-293
HIGH	113-265
0.618	113-248
0.500	113-242
0.382	113-237
LOW	113-220
0.618	113-192
1.000	113-175
1.618	113-147
2.618	113-102
4.250	113-029

Fisher Pivots for day following 23-Aug-2018
Pivot	1 day	3 day
R1	113-242	113-245
PP	113-242	113-243
S1	113-241	113-242

Download as Excel Spreadsheet

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

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