ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 31-Aug-2018

Day Change Summary
	Previous	Current
	30-Aug-2018	31-Aug-2018	Change	Change %	Previous Week
Open	113-125	113-175	0-050	0.1%	113-235
High	113-182	113-213	0-030	0.1%	113-240
Low	113-120	113-173	0-053	0.1%	113-118
Close	113-173	113-200	0-027	0.1%	113-200
Range	0-062	0-040	-0-022	-36.0%	0-122
ATR	0-062	0-061	-0-002	-2.6%	0-000
Volume	980,432	257,890	-722,542	-73.7%	6,742,481

Daily Pivots for day following 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-315	113-298	113-222
R3	113-275	113-258	113-211
R2	113-235	113-235	113-207
R1	113-218	113-218	113-204	113-226
PP	113-195	113-195	113-195	113-199
S1	113-178	113-178	113-196	113-186
S2	113-155	113-155	113-193
S3	113-115	113-138	113-189
S4	113-075	113-098	113-178

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-233	114-179	113-267
R3	114-111	114-057	113-234
R2	113-308	113-308	113-222
R1	113-254	113-254	113-211	113-220
PP	113-186	113-186	113-186	113-169
S1	113-132	113-132	113-189	113-098
S2	113-063	113-063	113-178
S3	112-261	113-009	113-166
S4	112-138	112-207	113-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-240	113-118	0-122	0.3%	0-055	0.1%	67%	False	False	1,348,496
10	113-278	113-118	0-160	0.4%	0-055	0.2%	52%	False	False	1,158,724
20	113-278	113-045	0-233	0.6%	0-061	0.2%	67%	False	False	957,536
40	113-278	112-305	0-293	0.8%	0-061	0.2%	74%	False	False	829,969
60	113-278	112-290	0-307	0.8%	0-065	0.2%	75%	False	False	799,542
80	114-153	112-147	2-005	1.8%	0-075	0.2%	58%	False	False	799,616
100	114-153	112-147	2-005	1.8%	0-070	0.2%	58%	False	False	642,267
120	114-173	112-147	2-025	1.8%	0-061	0.2%	56%	False	False	535,237

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-009
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	114-063
2.618	113-317
1.618	113-277
1.000	113-253
0.618	113-237
HIGH	113-213
0.618	113-197
0.500	113-193
0.382	113-188
LOW	113-173
0.618	113-148
1.000	113-133
1.618	113-108
2.618	113-068
4.250	113-003

Fisher Pivots for day following 31-Aug-2018
Pivot	1 day	3 day
R1	113-198	113-188
PP	113-195	113-177
S1	113-193	113-165

Download as Excel Spreadsheet

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

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