ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 27-Sep-2018

Day Change Summary
	Previous	Current
	26-Sep-2018	27-Sep-2018	Change	Change %	Previous Week
Open	112-200	112-260	0-060	0.2%	112-287
High	112-253	112-270	0-018	0.0%	113-000
Low	112-185	112-220	0-035	0.1%	112-185
Close	112-233	112-230	-0-002	0.0%	112-225
Range	0-068	0-050	-0-018	-25.9%	0-135
ATR	0-056	0-056	0-000	-0.8%	0-000
Volume	16,515	2,502	-14,013	-84.9%	61,775

Daily Pivots for day following 27-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-070	113-040	112-258
R3	113-020	112-310	112-244
R2	112-290	112-290	112-239
R1	112-260	112-260	112-235	112-250
PP	112-240	112-240	112-240	112-235
S1	112-210	112-210	112-225	112-200
S2	112-190	112-190	112-221
S3	112-140	112-160	112-216
S4	112-090	112-110	112-203

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	112-270	112-178	0-093	0.3%	0-042	0.1%	57%	True	False	4,766
10	113-015	112-178	0-158	0.4%	0-050	0.1%	33%	False	False	8,940
20	113-213	112-178	1-035	1.0%	0-054	0.1%	15%	False	False	78,872
40	113-278	112-178	1-100	1.2%	0-058	0.2%	13%	False	False	522,875
60	113-278	112-178	1-100	1.2%	0-059	0.2%	13%	False	False	578,098
80	113-278	112-178	1-100	1.2%	0-064	0.2%	13%	False	False	627,671
100	114-153	112-147	2-005	1.8%	0-071	0.2%	13%	False	False	644,358
120	114-153	112-147	2-005	1.8%	0-068	0.2%	13%	False	False	538,059

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	True
Stretch	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-163
2.618	113-081
1.618	113-031
1.000	113-000
0.618	112-301
HIGH	112-270
0.618	112-251
0.500	112-245
0.382	112-239
LOW	112-220
0.618	112-189
1.000	112-170
1.618	112-139
2.618	112-089
4.250	112-007

Fisher Pivots for day following 27-Sep-2018
Pivot	1 day	3 day
R1	112-245	112-228
PP	112-240	112-226
S1	112-235	112-224

Download as Excel Spreadsheet

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

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