ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 24-Aug-2018

Day Change Summary
	Previous	Current
	23-Aug-2018	24-Aug-2018	Change	Change %	Previous Week
Open	113-255	113-220	-0-035	-0.1%	113-198
High	113-265	113-240	-0-025	-0.1%	113-278
Low	113-220	113-190	-0-030	-0.1%	113-190
Close	113-240	113-222	-0-018	0.0%	113-222
Range	0-045	0-050	0-005	11.1%	0-087
ATR	0-065	0-064	-0-001	-1.6%	0-000
Volume	1,449,702	1,191,306	-258,396	-17.8%	4,844,763

Daily Pivots for day following 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-047	114-025	113-250
R3	113-317	113-295	113-236
R2	113-267	113-267	113-232
R1	113-245	113-245	113-227	113-256
PP	113-218	113-218	113-218	113-223
S1	113-195	113-195	113-218	113-206
S2	113-168	113-168	113-213
S3	113-118	113-145	113-209
S4	113-068	113-095	113-195

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-172	114-125	113-271
R3	114-085	114-037	113-247
R2	113-317	113-317	113-239
R1	113-270	113-270	113-231	113-294
PP	113-230	113-230	113-230	113-242
S1	113-183	113-183	113-214	113-206
S2	113-143	113-143	113-206
S3	113-055	113-095	113-198
S4	112-288	113-008	113-174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-278	113-190	0-087	0.2%	0-055	0.2%	37%	False	True	968,952
10	113-278	113-153	0-125	0.3%	0-060	0.2%	56%	False	False	887,791
20	113-278	112-305	0-293	0.8%	0-062	0.2%	81%	False	False	816,274
40	113-278	112-305	0-293	0.8%	0-063	0.2%	81%	False	False	744,229
60	113-278	112-290	0-307	0.8%	0-070	0.2%	82%	False	False	766,396
80	114-153	112-147	2-005	1.8%	0-075	0.2%	61%	False	False	717,534
100	114-153	112-147	2-005	1.8%	0-069	0.2%	61%	False	False	574,859
120	114-173	112-147	2-025	1.8%	0-059	0.2%	59%	False	False	479,049

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	0-013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-132
2.618	114-051
1.618	114-001
1.000	113-290
0.618	113-271
HIGH	113-240
0.618	113-221
0.500	113-215
0.382	113-209
LOW	113-190
0.618	113-159
1.000	113-140
1.618	113-109
2.618	113-059
4.250	112-298

Fisher Pivots for day following 24-Aug-2018
Pivot	1 day	3 day
R1	113-220	113-234
PP	113-218	113-230
S1	113-215	113-226

Download as Excel Spreadsheet

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

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