ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 04-Sep-2018

Day Change Summary
	Previous	Current
	31-Aug-2018	04-Sep-2018	Change	Change %	Previous Week
Open	113-098	113-115	0-018	0.0%	113-158
High	113-138	113-135	-0-002	0.0%	113-167
Low	113-093	113-062	-0-030	-0.1%	113-040
Close	113-127	113-065	-0-062	-0.2%	113-127
Range	0-045	0-073	0-028	61.2%	0-127
ATR	0-058	0-059	0-001	1.8%	0-000
Volume	1,006,742	874,663	-132,079	-13.1%	6,583,595

Daily Pivots for day following 04-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-305	113-258	113-105
R3	113-233	113-185	113-085
R2	113-160	113-160	113-078
R1	113-113	113-113	113-072	113-100
PP	113-087	113-087	113-087	113-081
S1	113-040	113-040	113-058	113-027
S2	113-015	113-015	113-052
S3	112-262	112-287	113-045
S4	112-190	112-215	113-025

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-174	114-118	113-198
R3	114-047	113-311	113-163
R2	113-239	113-239	113-151
R1	113-183	113-183	113-139	113-147
PP	113-112	113-112	113-112	113-094
S1	113-056	113-056	113-116	113-020
S2	112-304	112-304	113-104
S3	112-177	112-248	113-092
S4	112-049	112-121	113-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-138	113-040	0-098	0.3%	0-059	0.2%	26%	False	False	1,279,033
10	113-198	113-040	0-158	0.4%	0-053	0.1%	16%	False	False	930,215
20	113-198	112-273	0-245	0.7%	0-059	0.2%	46%	False	False	484,799
40	113-198	112-213	0-305	0.8%	0-051	0.1%	57%	False	False	245,042

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	114-123
2.618	114-005
1.618	113-252
1.000	113-208
0.618	113-180
HIGH	113-135
0.618	113-107
0.500	113-099
0.382	113-090
LOW	113-062
0.618	113-018
1.000	112-310
1.618	112-265
2.618	112-193
4.250	112-074

Fisher Pivots for day following 04-Sep-2018
Pivot	1 day	3 day
R1	113-099	113-091
PP	113-087	113-082
S1	113-076	113-074

Download as Excel Spreadsheet

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

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