ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 03-Aug-2018

Day Change Summary
	Previous	Current
	02-Aug-2018	03-Aug-2018	Change	Change %	Previous Week
Open	112-238	112-260	0-022	0.1%	112-255
High	112-267	113-002	0-055	0.2%	113-002
Low	112-222	112-247	0-025	0.1%	112-213
Close	112-265	113-002	0-058	0.2%	113-002
Range	0-045	0-075	0-030	66.7%	0-110
ATR	0-053	0-054	0-002	3.0%	0-000
Volume	13,465	38,170	24,705	183.5%	68,527

Daily Pivots for day following 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-203	113-178	113-044
R3	113-128	113-103	113-023
R2	113-053	113-053	113-016
R1	113-027	113-027	113-009	113-040
PP	112-297	112-297	112-297	112-304
S1	112-272	112-272	112-316	112-285
S2	112-222	112-222	112-309
S3	112-147	112-197	112-302
S4	112-072	112-122	112-281

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-296	113-259	113-063
R3	113-186	113-149	113-033
R2	113-076	113-076	113-023
R1	113-039	113-039	113-013	113-057
PP	112-286	112-286	112-286	112-295
S1	112-249	112-249	112-312	112-268
S2	112-176	112-176	112-302
S3	112-066	112-139	112-292
S4	111-276	112-029	112-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-002	112-213	0-110	0.3%	0-056	0.2%	100%	True	False	13,705
10	113-075	112-213	0-182	0.5%	0-054	0.1%	60%	False	False	7,470
20	113-115	112-213	0-222	0.6%	0-040	0.1%	49%	False	False	3,792

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 9 trading days

Fibonacci Retracements and Extensions
4.250	114-001
2.618	113-199
1.618	113-124
1.000	113-078
0.618	113-049
HIGH	113-002
0.618	112-294
0.500	112-285
0.382	112-276
LOW	112-247
0.618	112-201
1.000	112-172
1.618	112-126
2.618	112-051
4.250	111-249

Fisher Pivots for day following 03-Aug-2018
Pivot	1 day	3 day
R1	112-310	112-304
PP	112-297	112-286
S1	112-285	112-268

Download as Excel Spreadsheet

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

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