ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 31-Jul-2018

Day Change Summary
	Previous	Current
	30-Jul-2018	31-Jul-2018	Change	Change %	Previous Week
Open	112-255	112-270	0-015	0.0%	112-280
High	112-273	112-310	0-038	0.1%	113-075
Low	112-240	112-260	0-020	0.1%	112-238
Close	112-262	112-267	0-005	0.0%	112-267
Range	0-033	0-050	0-018	53.8%	0-158
ATR	0-052	0-052	0-000	-0.3%	0-000
Volume	126	3,804	3,678	2,919.0%	6,175

Daily Pivots for day following 31-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-109	113-078	112-295
R3	113-059	113-028	112-281
R2	113-009	113-009	112-277
R1	112-298	112-298	112-272	112-289
PP	112-279	112-279	112-279	112-274
S1	112-248	112-248	112-263	112-239
S2	112-229	112-229	112-258
S3	112-179	112-198	112-254
S4	112-129	112-148	112-240

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-133	114-038	113-034
R3	113-295	113-200	112-311
R2	113-138	113-138	112-296
R1	113-042	113-042	112-282	113-011
PP	112-300	112-300	112-300	112-284
S1	112-205	112-205	112-253	112-174
S2	112-142	112-142	112-239
S3	111-305	112-047	112-224
S4	111-147	111-210	112-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-310	112-238	0-073	0.2%	0-038	0.1%	41%	True	False	1,984
10	113-115	112-238	0-198	0.5%	0-052	0.1%	15%	False	False	1,087
20	113-135	112-238	0-218	0.6%	0-034	0.1%	14%	False	False	563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-203
2.618	113-121
1.618	113-071
1.000	113-040
0.618	113-021
HIGH	112-310
0.618	112-291
0.500	112-285
0.382	112-279
LOW	112-260
0.618	112-229
1.000	112-210
1.618	112-179
2.618	112-129
4.250	112-047

Fisher Pivots for day following 31-Jul-2018
Pivot	1 day	3 day
R1	112-285	112-274
PP	112-279	112-272
S1	112-273	112-270

Download as Excel Spreadsheet

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

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