ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 06-Sep-2018

Day Change Summary
	Previous	Current
	05-Sep-2018	06-Sep-2018	Change	Change %	Previous Week
Open	113-067	113-078	0-010	0.0%	113-158
High	113-100	113-125	0-025	0.1%	113-167
Low	113-053	113-070	0-018	0.0%	113-040
Close	113-075	113-113	0-038	0.1%	113-127
Range	0-047	0-055	0-007	15.8%	0-127
ATR	0-058	0-058	0-000	-0.4%	0-000
Volume	796,733	784,497	-12,236	-1.5%	6,583,595

Daily Pivots for day following 06-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-267	113-245	113-143
R3	113-212	113-190	113-128
R2	113-157	113-157	113-123
R1	113-135	113-135	113-118	113-146
PP	113-103	113-103	113-103	113-108
S1	113-080	113-080	113-107	113-091
S2	113-048	113-048	113-102
S3	112-313	113-025	113-097
S4	112-258	112-290	113-082

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	113-045	0-093	0.3%	0-056	0.2%	73%	False	False	920,136
10	113-187	113-040	0-147	0.4%	0-054	0.1%	49%	False	False	1,051,089
20	113-198	112-290	0-227	0.6%	0-060	0.2%	63%	False	False	561,910
40	113-198	112-213	0-305	0.8%	0-053	0.1%	72%	False	False	284,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-039
2.618	113-269
1.618	113-214
1.000	113-180
0.618	113-159
HIGH	113-125
0.618	113-104
0.500	113-098
0.382	113-091
LOW	113-070
0.618	113-036
1.000	113-015
1.618	112-301
2.618	112-246
4.250	112-156

Fisher Pivots for day following 06-Sep-2018
Pivot	1 day	3 day
R1	113-108	113-106
PP	113-103	113-100
S1	113-098	113-094

Download as Excel Spreadsheet

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

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