ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 17-Aug-2018

Day Change Summary
	Previous	Current
	16-Aug-2018	17-Aug-2018	Change	Change %	Previous Week
Open	113-135	113-113	-0-022	-0.1%	113-130
High	113-140	113-153	0-013	0.0%	113-175
Low	113-085	113-102	0-018	0.0%	113-065
Close	113-110	113-105	-0-005	0.0%	113-105
Range	0-055	0-050	-0-005	-9.1%	0-110
ATR	0-062	0-061	-0-001	-1.4%	0-000
Volume	38,882	39,458	576	1.5%	191,862

Daily Pivots for day following 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-270	113-238	113-133
R3	113-220	113-188	113-119
R2	113-170	113-170	113-114
R1	113-138	113-138	113-110	113-129
PP	113-120	113-120	113-120	113-116
S1	113-087	113-087	113-100	113-079
S2	113-070	113-070	113-096
S3	113-020	113-037	113-091
S4	112-290	112-307	113-077

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-125	114-065	113-166
R3	114-015	113-275	113-135
R2	113-225	113-225	113-125
R1	113-165	113-165	113-115	113-140
PP	113-115	113-115	113-115	113-102
S1	113-055	113-055	113-095	113-030
S2	113-005	113-005	113-085
S3	112-215	112-265	113-075
S4	112-105	112-155	113-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-175	113-065	0-110	0.3%	0-064	0.2%	36%	False	False	38,372
10	113-175	112-273	0-222	0.6%	0-062	0.2%	69%	False	False	35,600
20	113-175	112-213	0-282	0.8%	0-058	0.2%	75%	False	False	21,535

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-045
2.618	113-283
1.618	113-233
1.000	113-203
0.618	113-183
HIGH	113-153
0.618	113-133
0.500	113-128
0.382	113-122
LOW	113-102
0.618	113-072
1.000	113-052
1.618	113-022
2.618	112-292
4.250	112-210

Fisher Pivots for day following 17-Aug-2018
Pivot	1 day	3 day
R1	113-128	113-124
PP	113-120	113-118
S1	113-112	113-111

Download as Excel Spreadsheet

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

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