ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	113-145	113-155	0-010	0.0%	113-235
High	113-173	113-198	0-025	0.1%	113-240
Low	113-133	113-145	0-012	0.0%	113-118
Close	113-153	113-187	0-035	0.1%	113-200
Range	0-040	0-053	0-013	31.3%	0-122
ATR	0-060	0-059	-0-001	-0.9%	0-000
Volume	63,364	27,471	-35,893	-56.6%	6,742,481

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-014	113-313	113-216
R3	113-282	113-261	113-202
R2	113-229	113-229	113-197
R1	113-208	113-208	113-192	113-219
PP	113-177	113-177	113-177	113-182
S1	113-156	113-156	113-183	113-166
S2	113-124	113-124	113-178
S3	113-072	113-103	113-173
S4	113-019	113-051	113-159

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	113-120	0-093	0.3%	0-052	0.1%	73%	False	False	281,089
10	113-265	113-118	0-147	0.4%	0-053	0.1%	47%	False	False	955,061
20	113-278	113-058	0-220	0.6%	0-061	0.2%	59%	False	False	883,750
40	113-278	112-305	0-293	0.8%	0-060	0.2%	69%	False	False	788,804
60	113-278	112-290	0-307	0.8%	0-064	0.2%	71%	False	False	766,249
80	114-153	112-147	2-005	1.8%	0-075	0.2%	56%	False	False	800,572
100	114-153	112-147	2-005	1.8%	0-070	0.2%	56%	False	False	643,884
120	114-173	112-147	2-025	1.8%	0-063	0.2%	54%	False	False	536,629

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	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-101
2.618	114-015
1.618	113-282
1.000	113-250
0.618	113-230
HIGH	113-198
0.618	113-177
0.500	113-171
0.382	113-165
LOW	113-145
0.618	113-113
1.000	113-092
1.618	113-060
2.618	113-008
4.250	112-242

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	113-182	113-182
PP	113-177	113-176
S1	113-171	113-170

Download as Excel Spreadsheet

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

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