ECBOT 5 Year T-Note Future September 2018

Trading Metrics calculated at close of trading on 28-Sep-2018

Day Change Summary
	Previous	Current
	27-Sep-2018	28-Sep-2018	Change	Change %	Previous Week
Open	112-260	112-240	-0-020	-0.1%	112-190
High	112-270	112-273	0-002	0.0%	112-273
Low	112-220	112-238	0-018	0.0%	112-178
Close	112-230	112-265	0-035	0.1%	112-265
Range	0-050	0-035	-0-015	-30.0%	0-095
ATR	0-056	0-055	-0-001	-1.7%	0-000
Volume	2,502	248	-2,254	-90.1%	21,186

Daily Pivots for day following 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-043	113-029	112-284
R3	113-008	112-314	112-275
R2	112-293	112-293	112-271
R1	112-279	112-279	112-268	112-286
PP	112-258	112-258	112-258	112-262
S1	112-244	112-244	112-262	112-251
S2	112-223	112-223	112-259
S3	112-188	112-209	112-255
S4	112-153	112-174	112-246

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-203	113-169	112-317
R3	113-108	113-074	112-291
R2	113-013	113-013	112-282
R1	112-299	112-299	112-274	112-316
PP	112-238	112-238	112-238	112-247
S1	112-204	112-204	112-256	112-221
S2	112-143	112-143	112-248
S3	112-048	112-109	112-239
S4	111-273	112-014	112-213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-273	112-178	0-095	0.3%	0-043	0.1%	92%	True	False	4,237
10	113-000	112-178	0-142	0.4%	0-048	0.1%	61%	False	False	8,296
20	113-213	112-178	1-035	1.0%	0-053	0.1%	25%	False	False	29,863
40	113-278	112-178	1-100	1.2%	0-058	0.2%	21%	False	False	505,322
60	113-278	112-178	1-100	1.2%	0-059	0.2%	21%	False	False	568,226
80	113-278	112-178	1-100	1.2%	0-063	0.2%	21%	False	False	617,665
100	114-153	112-147	2-005	1.8%	0-071	0.2%	18%	False	False	644,072
120	114-153	112-147	2-005	1.8%	0-067	0.2%	18%	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	True
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-101
2.618	113-044
1.618	113-009
1.000	112-308
0.618	112-294
HIGH	112-273
0.618	112-259
0.500	112-255
0.382	112-251
LOW	112-238
0.618	112-216
1.000	112-202
1.618	112-181
2.618	112-146
4.250	112-089

Fisher Pivots for day following 28-Sep-2018
Pivot	1 day	3 day
R1	112-262	112-253
PP	112-258	112-241
S1	112-255	112-229

Download as Excel Spreadsheet

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

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