ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 19-Sep-2018

Day Change Summary
	Previous	Current
	18-Sep-2018	19-Sep-2018	Change	Change %	Previous Week
Open	112-295	112-222	-0-073	-0.2%	113-075
High	113-000	112-247	-0-073	-0.2%	113-093
Low	112-227	112-200	-0-027	-0.1%	112-278
Close	112-242	112-207	-0-035	-0.1%	112-287
Range	0-093	0-047	-0-045	-48.7%	0-135
ATR	0-061	0-060	-0-001	-1.6%	0-000
Volume	5,147	19,553	14,406	279.9%	47,346

Daily Pivots for day following 19-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-041	113-012	112-234
R3	112-313	112-284	112-221
R2	112-266	112-266	112-216
R1	112-237	112-237	112-212	112-227
PP	112-218	112-218	112-218	112-214
S1	112-189	112-189	112-203	112-180
S2	112-171	112-171	112-199
S3	112-123	112-142	112-194
S4	112-076	112-094	112-181

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	113-050	112-200	0-170	0.5%	0-062	0.2%	4%	False	True	13,938
10	113-198	112-200	0-318	0.9%	0-061	0.2%	2%	False	True	16,922
20	113-278	112-200	1-078	1.1%	0-056	0.2%	2%	False	True	530,616
40	113-278	112-200	1-078	1.1%	0-060	0.2%	2%	False	True	642,572
60	113-278	112-200	1-078	1.1%	0-062	0.2%	2%	False	True	652,471
80	114-153	112-200	1-273	1.6%	0-073	0.2%	1%	False	True	747,222
100	114-153	112-147	2-005	1.8%	0-071	0.2%	9%	False	False	644,703
120	114-173	112-147	2-025	1.8%	0-067	0.2%	9%	False	False	537,811

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-129
2.618	113-052
1.618	113-004
1.000	112-295
0.618	112-277
HIGH	112-247
0.618	112-229
0.500	112-224
0.382	112-218
LOW	112-200
0.618	112-171
1.000	112-153
1.618	112-123
2.618	112-076
4.250	111-318

Fisher Pivots for day following 19-Sep-2018
Pivot	1 day	3 day
R1	112-224	112-260
PP	112-218	112-242
S1	112-213	112-225

Download as Excel Spreadsheet

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

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