ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 02-Aug-2018

Day Change Summary
	Previous	Current
	01-Aug-2018	02-Aug-2018	Change	Change %	Previous Week
Open	112-247	112-238	-0-010	0.0%	112-280
High	112-287	112-267	-0-020	-0.1%	113-075
Low	112-213	112-222	0-010	0.0%	112-238
Close	112-227	112-265	0-038	0.1%	112-267
Range	0-075	0-045	-0-030	-40.0%	0-158
ATR	0-053	0-053	-0-001	-1.1%	0-000
Volume	12,962	13,465	503	3.9%	6,175

Daily Pivots for day following 02-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-067	113-051	112-290
R3	113-022	113-006	112-277
R2	112-297	112-297	112-273
R1	112-281	112-281	112-269	112-289
PP	112-252	112-252	112-252	112-256
S1	112-236	112-236	112-261	112-244
S2	112-207	112-207	112-257
S3	112-162	112-191	112-253
S4	112-117	112-146	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	112-213	0-098	0.3%	0-048	0.1%	54%	False	False	6,810
10	113-107	112-213	0-215	0.6%	0-052	0.1%	24%	False	False	3,657
20	113-135	112-213	0-242	0.7%	0-038	0.1%	22%	False	False	1,884

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-139
2.618	113-065
1.618	113-020
1.000	112-312
0.618	112-295
HIGH	112-267
0.618	112-250
0.500	112-245
0.382	112-240
LOW	112-222
0.618	112-195
1.000	112-178
1.618	112-150
2.618	112-105
4.250	112-031

Fisher Pivots for day following 02-Aug-2018
Pivot	1 day	3 day
R1	112-258	112-264
PP	112-252	112-263
S1	112-245	112-261

Download as Excel Spreadsheet

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

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