ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 28-Aug-2018

Day Change Summary
	Previous	Current
	27-Aug-2018	28-Aug-2018	Change	Change %	Previous Week
Open	113-235	113-195	-0-040	-0.1%	113-198
High	113-240	113-202	-0-038	-0.1%	113-278
Low	113-185	113-142	-0-042	-0.1%	113-190
Close	113-195	113-153	-0-042	-0.1%	113-222
Range	0-055	0-060	0-005	9.1%	0-087
ATR	0-063	0-063	0-000	-0.4%	0-000
Volume	1,498,412	2,526,674	1,028,262	68.6%	4,844,763

Daily Pivots for day following 28-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-026	113-309	113-186
R3	113-286	113-249	113-169
R2	113-226	113-226	113-164
R1	113-189	113-189	113-158	113-178
PP	113-166	113-166	113-166	113-160
S1	113-129	113-129	113-147	113-118
S2	113-106	113-106	113-142
S3	113-046	113-069	113-136
S4	112-306	113-009	113-120

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	113-142	0-135	0.4%	0-051	0.1%	7%	False	True	1,517,209
10	113-278	113-142	0-135	0.4%	0-060	0.2%	7%	False	True	1,109,751
20	113-278	112-305	0-293	0.8%	0-063	0.2%	57%	False	False	936,036
40	113-278	112-305	0-293	0.8%	0-062	0.2%	57%	False	False	806,467
60	113-278	112-290	0-307	0.8%	0-068	0.2%	59%	False	False	800,275
80	114-153	112-147	2-005	1.8%	0-075	0.2%	50%	False	False	767,406
100	114-153	112-147	2-005	1.8%	0-070	0.2%	50%	False	False	615,110
120	114-173	112-147	2-025	1.8%	0-060	0.2%	49%	False	False	512,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	114-137
2.618	114-040
1.618	113-300
1.000	113-262
0.618	113-240
HIGH	113-202
0.618	113-180
0.500	113-172
0.382	113-165
LOW	113-142
0.618	113-105
1.000	113-082
1.618	113-045
2.618	112-305
4.250	112-207

Fisher Pivots for day following 28-Aug-2018
Pivot	1 day	3 day
R1	113-172	113-191
PP	113-166	113-178
S1	113-159	113-165

Download as Excel Spreadsheet

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

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