ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 21-Aug-2018

Day Change Summary
	Previous	Current
	20-Aug-2018	21-Aug-2018	Change	Change %	Previous Week
Open	113-120	113-187	0-067	0.2%	113-130
High	113-193	113-187	-0-005	0.0%	113-175
Low	113-113	113-135	0-022	0.1%	113-065
Close	113-185	113-145	-0-040	-0.1%	113-105
Range	0-080	0-052	-0-028	-34.4%	0-110
ATR	0-063	0-063	-0-001	-1.2%	0-000
Volume	67,725	78,214	10,489	15.5%	191,862

Daily Pivots for day following 21-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-313	113-282	113-174
R3	113-261	113-229	113-159
R2	113-208	113-208	113-155
R1	113-177	113-177	113-150	113-166
PP	113-156	113-156	113-156	113-151
S1	113-124	113-124	113-140	113-114
S2	113-103	113-103	113-135
S3	113-051	113-072	113-131
S4	112-318	113-019	113-116

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	113-193	113-073	0-120	0.3%	0-068	0.2%	60%	False	False	53,893
10	113-193	112-273	0-240	0.7%	0-065	0.2%	80%	False	False	45,682
20	113-193	112-213	0-300	0.8%	0-057	0.2%	84%	False	False	28,822

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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-091
2.618	114-005
1.618	113-272
1.000	113-240
0.618	113-220
HIGH	113-187
0.618	113-167
0.500	113-161
0.382	113-155
LOW	113-135
0.618	113-103
1.000	113-083
1.618	113-050
2.618	112-318
4.250	112-232

Fisher Pivots for day following 21-Aug-2018
Pivot	1 day	3 day
R1	113-161	113-148
PP	113-156	113-147
S1	113-150	113-146

Download as Excel Spreadsheet

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

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