ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 14-Sep-2018

Day Change Summary
	Previous	Current
	13-Sep-2018	14-Sep-2018	Change	Change %	Previous Week
Open	113-015	113-015	0-000	0.0%	113-075
High	113-050	113-015	-0-035	-0.1%	113-093
Low	112-302	112-278	-0-025	-0.1%	112-278
Close	113-013	112-287	-0-045	-0.1%	112-287
Range	0-068	0-058	-0-010	-14.8%	0-135
ATR	0-060	0-060	0-000	-0.3%	0-000
Volume	10,528	6,696	-3,832	-36.4%	47,346

Daily Pivots for day following 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-153	113-118	112-319
R3	113-095	113-060	112-303
R2	113-038	113-038	112-298
R1	113-002	113-002	112-293	112-311
PP	112-300	112-300	112-300	112-294
S1	112-265	112-265	112-282	112-254
S2	112-242	112-242	112-277
S3	112-185	112-207	112-272
S4	112-127	112-150	112-256

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-091	114-004	113-042
R3	113-276	113-189	113-005
R2	113-141	113-141	112-312
R1	113-054	113-054	112-300	113-030
PP	113-006	113-006	113-006	112-314
S1	112-239	112-239	112-275	112-215
S2	112-191	112-191	112-263
S3	112-056	112-104	112-250
S4	111-241	111-289	112-213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-093	112-278	0-135	0.4%	0-049	0.1%	7%	False	True	9,469
10	113-213	112-278	0-255	0.7%	0-057	0.2%	4%	False	True	51,430
20	113-278	112-278	1-000	0.9%	0-057	0.2%	3%	False	True	624,091
40	113-278	112-278	1-000	0.9%	0-061	0.2%	3%	False	True	699,884
60	113-278	112-278	1-000	0.9%	0-062	0.2%	3%	False	True	688,251
80	114-153	112-240	1-233	1.5%	0-075	0.2%	9%	False	False	790,660
100	114-153	112-147	2-005	1.8%	0-070	0.2%	22%	False	False	644,483
120	114-173	112-147	2-025	1.8%	0-066	0.2%	21%	False	False	537,374

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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-259
2.618	113-166
1.618	113-108
1.000	113-073
0.618	113-051
HIGH	113-015
0.618	112-313
0.500	112-306
0.382	112-299
LOW	112-278
0.618	112-242
1.000	112-220
1.618	112-184
2.618	112-127
4.250	112-033

Fisher Pivots for day following 14-Sep-2018
Pivot	1 day	3 day
R1	112-306	113-004
PP	112-300	112-312
S1	112-294	112-300

Download as Excel Spreadsheet

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

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