ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 08-Aug-2018

Day Change Summary
	Previous	Current
	07-Aug-2018	08-Aug-2018	Change	Change %	Previous Week
Open	113-007	112-287	-0-040	-0.1%	112-255
High	113-007	112-305	-0-022	-0.1%	113-002
Low	112-273	112-273	0-000	0.0%	112-213
Close	112-280	112-290	0-010	0.0%	113-002
Range	0-055	0-032	-0-022	-40.9%	0-110
ATR	0-055	0-053	-0-002	-2.9%	0-000
Volume	15,224	23,782	8,558	56.2%	68,527

Daily Pivots for day following 08-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-067	113-051	112-308
R3	113-034	113-018	112-299
R2	113-002	113-002	112-296
R1	112-306	112-306	112-293	112-314
PP	112-289	112-289	112-289	112-293
S1	112-273	112-273	112-287	112-281
S2	112-257	112-257	112-284
S3	112-224	112-241	112-281
S4	112-192	112-208	112-272

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	113-035	112-222	0-133	0.4%	0-051	0.1%	51%	False	False	24,105
10	113-035	112-213	0-142	0.4%	0-046	0.1%	54%	False	False	14,144
20	113-115	112-213	0-222	0.6%	0-046	0.1%	35%	False	False	7,236

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0-014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	113-123
2.618	113-070
1.618	113-038
1.000	113-017
0.618	113-005
HIGH	112-305
0.618	112-293
0.500	112-289
0.382	112-285
LOW	112-273
0.618	112-252
1.000	112-240
1.618	112-220
2.618	112-187
4.250	112-134

Fisher Pivots for day following 08-Aug-2018
Pivot	1 day	3 day
R1	112-290	112-314
PP	112-289	112-306
S1	112-289	112-298

Download as Excel Spreadsheet

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

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