ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 21-Sep-2018

Day Change Summary
	Previous	Current
	20-Sep-2018	21-Sep-2018	Change	Change %	Previous Week
Open	112-238	112-200	-0-038	-0.1%	112-287
High	112-238	112-227	-0-010	0.0%	113-000
Low	112-185	112-195	0-010	0.0%	112-185
Close	112-210	112-225	0-015	0.0%	112-225
Range	0-053	0-032	-0-020	-38.1%	0-135
ATR	0-060	0-058	-0-002	-3.2%	0-000
Volume	6,412	2,893	-3,519	-54.9%	61,775

Daily Pivots for day following 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-313	112-302	112-243
R3	112-281	112-269	112-234
R2	112-248	112-248	112-231
R1	112-237	112-237	112-228	112-242
PP	112-216	112-216	112-216	112-219
S1	112-204	112-204	112-222	112-210
S2	112-183	112-183	112-219
S3	112-151	112-172	112-216
S4	112-118	112-139	112-207

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-008	113-252	112-299
R3	113-193	113-117	112-262
R2	113-058	113-058	112-250
R1	112-302	112-302	112-237	112-272
PP	112-243	112-243	112-243	112-229
S1	112-167	112-167	112-213	112-137
S2	112-108	112-108	112-200
S3	111-293	112-032	112-188
S4	111-158	111-217	112-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-000	112-185	0-135	0.4%	0-054	0.1%	30%	False	False	12,355
10	113-093	112-185	0-228	0.6%	0-051	0.1%	18%	False	False	10,912
20	113-240	112-185	1-055	1.0%	0-056	0.2%	11%	False	False	412,598
40	113-278	112-185	1-093	1.1%	0-059	0.2%	10%	False	False	600,305
60	113-278	112-185	1-093	1.1%	0-061	0.2%	10%	False	False	625,356
80	113-293	112-185	1-108	1.2%	0-067	0.2%	9%	False	False	683,217
100	114-153	112-147	2-005	1.8%	0-071	0.2%	12%	False	False	644,710
120	114-153	112-147	2-005	1.8%	0-067	0.2%	12%	False	False	537,888

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	113-046
2.618	112-313
1.618	112-280
1.000	112-260
0.618	112-248
HIGH	112-227
0.618	112-215
0.500	112-211
0.382	112-207
LOW	112-195
0.618	112-175
1.000	112-163
1.618	112-142
2.618	112-110
4.250	112-057

Fisher Pivots for day following 21-Sep-2018
Pivot	1 day	3 day
R1	112-220	112-222
PP	112-216	112-219
S1	112-211	112-216

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

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