ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	113-187	113-145	-0-042	-0.1%	113-235
High	113-207	113-173	-0-035	-0.1%	113-240
Low	113-140	113-133	-0-007	0.0%	113-118
Close	113-142	113-153	0-010	0.0%	113-200
Range	0-067	0-040	-0-027	-40.7%	0-122
ATR	0-061	0-060	-0-002	-2.5%	0-000
Volume	76,288	63,364	-12,924	-16.9%	6,742,481

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-273	113-253	113-175
R3	113-233	113-213	113-164
R2	113-193	113-193	113-160
R1	113-173	113-173	113-156	113-183
PP	113-153	113-153	113-153	113-158
S1	113-133	113-133	113-149	113-143
S2	113-113	113-113	113-145
S3	113-073	113-093	113-142
S4	113-033	113-053	113-131

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%	0-053	0.1%	37%	False	False	571,409
10	113-278	113-118	0-160	0.4%	0-052	0.1%	22%	False	False	1,044,309
20	113-278	113-045	0-233	0.6%	0-060	0.2%	46%	False	False	911,351
40	113-278	112-305	0-293	0.8%	0-061	0.2%	57%	False	False	808,079
60	113-278	112-290	0-307	0.8%	0-064	0.2%	59%	False	False	777,110
80	114-153	112-147	2-005	1.8%	0-075	0.2%	50%	False	False	800,557
100	114-153	112-147	2-005	1.8%	0-070	0.2%	50%	False	False	643,654
120	114-173	112-147	2-025	1.8%	0-062	0.2%	49%	False	False	536,401

Crabel Price Patterns
NR	True
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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-023
2.618	113-277
1.618	113-237
1.000	113-213
0.618	113-197
HIGH	113-173
0.618	113-157
0.500	113-153
0.382	113-148
LOW	113-133
0.618	113-108
1.000	113-093
1.618	113-068
2.618	113-028
4.250	112-283

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	113-153	113-173
PP	113-153	113-166
S1	113-153	113-159

Download as Excel Spreadsheet

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

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