ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	113-075	113-067	-0-008	0.0%	113-187
High	113-093	113-073	-0-020	-0.1%	113-207
Low	113-067	113-005	-0-062	-0.2%	113-070
Close	113-073	113-010	-0-062	-0.2%	113-075
Range	0-025	0-068	0-042	169.8%	0-137
ATR	0-061	0-062	0-000	0.7%	0-000
Volume	7,756	16,858	9,102	117.4%	209,065

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-232	113-188	113-047
R3	113-164	113-121	113-029
R2	113-097	113-097	113-022
R1	113-053	113-053	113-016	113-041
PP	113-029	113-029	113-029	113-023
S1	112-306	112-306	113-004	112-294
S2	112-282	112-282	112-318
S3	112-214	112-238	112-311
S4	112-147	112-171	112-293

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-210	114-120	113-151
R3	114-072	113-302	113-113
R2	113-255	113-255	113-100
R1	113-165	113-165	113-088	113-141
PP	113-118	113-118	113-118	113-106
S1	113-028	113-028	113-062	113-004
S2	112-300	112-300	113-050
S3	112-163	112-210	113-037
S4	112-025	112-073	112-319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-198	113-005	0-193	0.5%	0-063	0.2%	3%	False	True	31,478
10	113-213	113-005	0-208	0.6%	0-060	0.2%	2%	False	True	547,774
20	113-278	113-005	0-273	0.8%	0-059	0.2%	2%	False	True	736,116
40	113-278	112-305	0-293	0.8%	0-062	0.2%	9%	False	False	745,476
60	113-278	112-305	0-293	0.8%	0-064	0.2%	9%	False	False	721,721
80	114-153	112-167	1-305	1.7%	0-075	0.2%	26%	False	False	797,585
100	114-153	112-147	2-005	1.8%	0-071	0.2%	28%	False	False	644,344
120	114-173	112-147	2-025	1.8%	0-064	0.2%	27%	False	False	537,184

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-039
2.618	113-249
1.618	113-182
1.000	113-140
0.618	113-114
HIGH	113-073
0.618	113-047
0.500	113-039
0.382	113-031
LOW	113-005
0.618	112-283
1.000	112-257
1.618	112-216
2.618	112-148
4.250	112-038

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	113-039	113-101
PP	113-029	113-071
S1	113-020	113-040

Download as Excel Spreadsheet

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

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