ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 28-Aug-2018

Day Change Summary
	Previous	Current
	27-Aug-2018	28-Aug-2018	Change	Change %	Previous Week
Open	113-158	113-115	-0-042	-0.1%	113-120
High	113-167	113-125	-0-042	-0.1%	113-198
Low	113-113	113-067	-0-045	-0.1%	113-113
Close	113-118	113-078	-0-040	-0.1%	113-150
Range	0-055	0-058	0-003	4.6%	0-085
ATR	0-059	0-059	0-000	-0.2%	0-000
Volume	1,063,091	2,093,717	1,030,626	96.9%	1,911,617

Daily Pivots for day following 28-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-263	113-228	113-109
R3	113-205	113-170	113-093
R2	113-147	113-147	113-088
R1	113-113	113-113	113-083	113-101
PP	113-090	113-090	113-090	113-084
S1	113-055	113-055	113-072	113-044
S2	113-032	113-032	113-067
S3	112-295	112-317	113-062
S4	112-237	112-260	113-046

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	113-067	0-130	0.4%	0-049	0.1%	8%	False	True	984,497
10	113-198	113-067	0-130	0.4%	0-059	0.2%	8%	False	True	519,195
20	113-198	112-213	0-305	0.8%	0-060	0.2%	61%	False	False	274,451
40	113-198	112-213	0-305	0.8%	0-047	0.1%	61%	False	False	137,507

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114-049
2.618	113-276
1.618	113-218
1.000	113-182
0.618	113-161
HIGH	113-125
0.618	113-103
0.500	113-096
0.382	113-089
LOW	113-067
0.618	113-032
1.000	113-010
1.618	112-294
2.618	112-237
4.250	112-143

Fisher Pivots for day following 28-Aug-2018
Pivot	1 day	3 day
R1	113-096	113-117
PP	113-090	113-104
S1	113-084	113-091

Download as Excel Spreadsheet

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

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