ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	113-150	113-158	0-007	0.0%	113-120
High	113-165	113-167	0-002	0.0%	113-198
Low	113-115	113-113	-0-002	0.0%	113-113
Close	113-150	113-118	-0-033	-0.1%	113-150
Range	0-050	0-055	0-005	10.0%	0-085
ATR	0-060	0-059	0-000	-0.6%	0-000
Volume	609,807	1,063,091	453,284	74.3%	1,911,617

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-297	113-262	113-148
R3	113-242	113-207	113-133
R2	113-187	113-187	113-128
R1	113-152	113-152	113-123	113-142
PP	113-133	113-133	113-133	113-128
S1	113-098	113-098	113-112	113-088
S2	113-078	113-078	113-107
S3	113-023	113-043	113-102
S4	112-288	112-308	113-087

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-088	114-044	113-197
R3	114-003	113-279	113-173
R2	113-238	113-238	113-166
R1	113-194	113-194	113-158	113-216
PP	113-153	113-153	113-153	113-164
S1	113-109	113-109	113-142	113-131
S2	113-068	113-068	113-134
S3	112-303	113-024	113-127
S4	112-218	112-259	113-103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-198	113-113	0-085	0.2%	0-048	0.1%	6%	False	True	581,396
10	113-198	113-065	0-133	0.4%	0-057	0.2%	40%	False	False	312,148
20	113-198	112-213	0-305	0.8%	0-059	0.2%	74%	False	False	169,955
40	113-200	112-213	0-307	0.8%	0-049	0.1%	73%	False	False	85,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-081
2.618	113-311
1.618	113-256
1.000	113-222
0.618	113-201
HIGH	113-167
0.618	113-146
0.500	113-140
0.382	113-134
LOW	113-113
0.618	113-079
1.000	113-058
1.618	113-024
2.618	112-289
4.250	112-199

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	113-140	113-150
PP	113-133	113-139
S1	113-125	113-128

Download as Excel Spreadsheet

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

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