ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 09-Aug-2018

Day Change Summary
	Previous	Current
	08-Aug-2018	09-Aug-2018	Change	Change %	Previous Week
Open	112-287	112-300	0-013	0.0%	112-255
High	112-305	113-020	0-035	0.1%	113-002
Low	112-273	112-290	0-018	0.0%	112-213
Close	112-290	113-007	0-037	0.1%	113-002
Range	0-032	0-050	0-018	53.9%	0-110
ATR	0-053	0-053	0-000	-0.4%	0-000
Volume	23,782	51,303	27,521	115.7%	68,527

Daily Pivots for day following 09-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-149	113-128	113-035
R3	113-099	113-078	113-021
R2	113-049	113-049	113-017
R1	113-028	113-028	113-012	113-039
PP	112-319	112-319	112-319	113-004
S1	112-298	112-298	113-003	112-309
S2	112-269	112-269	112-318
S3	112-219	112-248	112-314
S4	112-169	112-198	112-300

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	112-247	0-108	0.3%	0-052	0.1%	74%	False	False	31,673
10	113-035	112-213	0-142	0.4%	0-050	0.1%	81%	False	False	19,241
20	113-115	112-213	0-222	0.6%	0-048	0.1%	52%	False	False	9,801

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-232
2.618	113-151
1.618	113-101
1.000	113-070
0.618	113-051
HIGH	113-020
0.618	113-001
0.500	112-315
0.382	112-309
LOW	112-290
0.618	112-259
1.000	112-240
1.618	112-209
2.618	112-159
4.250	112-078

Fisher Pivots for day following 09-Aug-2018
Pivot	1 day	3 day
R1	113-003	113-000
PP	112-319	112-313
S1	112-315	112-306

Download as Excel Spreadsheet

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

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