ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 01-Aug-2018

Day Change Summary
	Previous	Current
	31-Jul-2018	01-Aug-2018	Change	Change %	Previous Week
Open	112-270	112-247	-0-023	-0.1%	112-280
High	112-310	112-287	-0-023	-0.1%	113-075
Low	112-260	112-213	-0-047	-0.1%	112-238
Close	112-267	112-227	-0-040	-0.1%	112-267
Range	0-050	0-075	0-025	49.9%	0-158
ATR	0-052	0-053	0-002	3.2%	0-000
Volume	3,804	12,962	9,158	240.7%	6,175

Daily Pivots for day following 01-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-147	113-102	112-269
R3	113-072	113-027	112-248
R2	112-317	112-317	112-241
R1	112-272	112-272	112-234	112-257
PP	112-242	112-242	112-242	112-235
S1	112-198	112-198	112-221	112-183
S2	112-168	112-168	112-214
S3	112-093	112-123	112-207
S4	112-018	112-048	112-186

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	112-213	0-098	0.3%	0-042	0.1%	15%	False	True	4,183
10	113-115	112-213	0-222	0.6%	0-057	0.2%	7%	False	True	2,352
20	113-135	112-213	0-242	0.7%	0-037	0.1%	6%	False	True	1,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	113-286
2.618	113-164
1.618	113-089
1.000	113-042
0.618	113-014
HIGH	112-287
0.618	112-259
0.500	112-250
0.382	112-241
LOW	112-213
0.618	112-166
1.000	112-138
1.618	112-091
2.618	112-016
4.250	111-214

Fisher Pivots for day following 01-Aug-2018
Pivot	1 day	3 day
R1	112-250	112-261
PP	112-242	112-250
S1	112-235	112-239

Download as Excel Spreadsheet

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

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