ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 13-Sep-2018

Day Change Summary
	Previous	Current
	12-Sep-2018	13-Sep-2018	Change	Change %	Previous Week
Open	113-015	113-015	0-000	0.0%	113-187
High	113-038	113-050	0-013	0.0%	113-207
Low	113-013	112-302	-0-030	-0.1%	113-070
Close	113-020	113-013	-0-007	0.0%	113-075
Range	0-025	0-068	0-043	170.2%	0-137
ATR	0-059	0-060	0-001	1.0%	0-000
Volume	5,508	10,528	5,020	91.1%	209,065

Daily Pivots for day following 13-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-218	113-183	113-050
R3	113-150	113-115	113-031
R2	113-083	113-083	113-025
R1	113-048	113-048	113-019	113-031
PP	113-015	113-015	113-015	113-007
S1	112-300	112-300	113-006	112-284
S2	112-267	112-267	113-000
S3	112-200	112-232	112-314
S4	112-132	112-165	112-295

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	112-302	0-215	0.6%	0-063	0.2%	14%	False	True	16,518
10	113-213	112-302	0-230	0.6%	0-058	0.2%	13%	False	True	148,803
20	113-278	112-302	0-295	0.8%	0-057	0.2%	10%	False	True	658,436
40	113-278	112-302	0-295	0.8%	0-062	0.2%	10%	False	True	722,840
60	113-278	112-302	0-295	0.8%	0-063	0.2%	10%	False	True	700,150
80	114-153	112-215	1-258	1.6%	0-075	0.2%	20%	False	False	794,172
100	114-153	112-147	2-005	1.8%	0-070	0.2%	29%	False	False	644,420
120	114-173	112-147	2-025	1.8%	0-065	0.2%	28%	False	False	537,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	114-017
2.618	113-227
1.618	113-159
1.000	113-118
0.618	113-092
HIGH	113-050
0.618	113-024
0.500	113-016
0.382	113-008
LOW	112-302
0.618	112-261
1.000	112-235
1.618	112-193
2.618	112-126
4.250	112-016

Fisher Pivots for day following 13-Sep-2018
Pivot	1 day	3 day
R1	113-016	113-028
PP	113-015	113-023
S1	113-014	113-018

Download as Excel Spreadsheet

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

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