ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	113-067	113-015	-0-052	-0.1%	113-187
High	113-073	113-038	-0-035	-0.1%	113-207
Low	113-005	113-013	0-008	0.0%	113-070
Close	113-010	113-020	0-010	0.0%	113-075
Range	0-068	0-025	-0-043	-63.0%	0-137
ATR	0-062	0-059	-0-002	-4.0%	0-000
Volume	16,858	5,508	-11,350	-67.3%	209,065

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-098	113-084	113-034
R3	113-073	113-059	113-027
R2	113-048	113-048	113-025
R1	113-034	113-034	113-022	113-041
PP	113-023	113-023	113-023	113-027
S1	113-009	113-009	113-018	113-016
S2	112-318	112-318	113-015
S3	112-293	112-304	113-013
S4	112-268	112-279	113-006

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%	0-060	0.2%	8%	False	False	19,907
10	113-213	113-005	0-208	0.6%	0-056	0.2%	7%	False	False	295,658
20	113-278	113-005	0-273	0.8%	0-058	0.2%	6%	False	False	702,704
40	113-278	112-305	0-293	0.8%	0-061	0.2%	12%	False	False	734,280
60	113-278	112-305	0-293	0.8%	0-063	0.2%	12%	False	False	713,980
80	114-153	112-210	1-262	1.6%	0-074	0.2%	22%	False	False	796,131
100	114-153	112-147	2-005	1.8%	0-070	0.2%	30%	False	False	644,371
120	114-173	112-147	2-025	1.8%	0-065	0.2%	29%	False	False	537,230

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 102 trading days

Fibonacci Retracements and Extensions
4.250	113-144
2.618	113-103
1.618	113-078
1.000	113-062
0.618	113-053
HIGH	113-038
0.618	113-028
0.500	113-025
0.382	113-022
LOW	113-013
0.618	112-317
1.000	112-308
1.618	112-292
2.618	112-267
4.250	112-226

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	113-025	113-049
PP	113-023	113-039
S1	113-022	113-030

Download as Excel Spreadsheet

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

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