ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	113-175	113-187	0-012	0.0%	113-235
High	113-213	113-207	-0-005	0.0%	113-240
Low	113-173	113-140	-0-033	-0.1%	113-118
Close	113-200	113-142	-0-058	-0.2%	113-200
Range	0-040	0-067	0-027	68.7%	0-122
ATR	0-061	0-061	0-000	0.8%	0-000
Volume	257,890	76,288	-181,602	-70.4%	6,742,481

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-046	114-002	113-180
R3	113-298	113-254	113-161
R2	113-231	113-231	113-155
R1	113-187	113-187	113-149	113-175
PP	113-163	113-163	113-163	113-157
S1	113-119	113-119	113-136	113-108
S2	113-096	113-096	113-130
S3	113-028	113-052	113-124
S4	112-281	112-304	113-105

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	113-213	113-118	0-095	0.3%	0-057	0.2%	26%	False	False	1,064,071
10	113-278	113-118	0-160	0.4%	0-053	0.1%	16%	False	False	1,100,785
20	113-278	113-045	0-233	0.6%	0-061	0.2%	42%	False	False	935,690
40	113-278	112-305	0-293	0.8%	0-061	0.2%	54%	False	False	820,110
60	113-278	112-290	0-307	0.8%	0-064	0.2%	56%	False	False	786,175
80	114-153	112-147	2-005	1.8%	0-075	0.2%	49%	False	False	799,877
100	114-153	112-147	2-005	1.8%	0-070	0.2%	49%	False	False	643,022
120	114-173	112-147	2-025	1.8%	0-062	0.2%	47%	False	False	535,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	114-174
2.618	114-064
1.618	113-317
1.000	113-275
0.618	113-249
HIGH	113-207
0.618	113-182
0.500	113-174
0.382	113-166
LOW	113-140
0.618	113-098
1.000	113-073
1.618	113-031
2.618	112-283
4.250	112-173

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	113-174	113-166
PP	113-163	113-158
S1	113-153	113-150

Download as Excel Spreadsheet

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

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