ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 26-Sep-2018

Day Change Summary
	Previous	Current
	25-Sep-2018	26-Sep-2018	Change	Change %	Previous Week
Open	112-182	112-200	0-018	0.0%	112-287
High	112-200	112-253	0-053	0.1%	113-000
Low	112-178	112-185	0-007	0.0%	112-185
Close	112-190	112-233	0-042	0.1%	112-225
Range	0-022	0-068	0-045	200.1%	0-135
ATR	0-055	0-056	0-001	1.6%	0-000
Volume	86	16,515	16,429	19,103.5%	61,775

Daily Pivots for day following 26-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-106	113-077	112-270
R3	113-038	113-009	112-251
R2	112-291	112-291	112-245
R1	112-262	112-262	112-239	112-276
PP	112-223	112-223	112-223	112-231
S1	112-194	112-194	112-226	112-209
S2	112-156	112-156	112-220
S3	112-088	112-127	112-214
S4	112-021	112-059	112-195

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	112-253	112-178	0-075	0.2%	0-042	0.1%	73%	True	False	5,548
10	113-050	112-178	0-193	0.5%	0-052	0.1%	29%	False	False	9,743
20	113-213	112-178	1-035	1.0%	0-054	0.2%	15%	False	False	152,700
40	113-278	112-178	1-100	1.2%	0-059	0.2%	13%	False	False	544,368
60	113-278	112-178	1-100	1.2%	0-060	0.2%	13%	False	False	588,545
80	113-278	112-178	1-100	1.2%	0-064	0.2%	13%	False	False	638,382
100	114-153	112-147	2-005	1.8%	0-071	0.2%	13%	False	False	644,465
120	114-153	112-147	2-005	1.8%	0-068	0.2%	13%	False	False	538,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113-219
2.618	113-109
1.618	113-042
1.000	113-000
0.618	112-294
HIGH	112-253
0.618	112-227
0.500	112-219
0.382	112-211
LOW	112-185
0.618	112-143
1.000	112-117
1.618	112-076
2.618	112-008
4.250	111-218

Fisher Pivots for day following 26-Sep-2018
Pivot	1 day	3 day
R1	112-228	112-227
PP	112-223	112-221
S1	112-219	112-215

Download as Excel Spreadsheet

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

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