ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	112-310	112-313	0-002	0.0%	113-115
High	113-010	112-315	-0-015	0.0%	113-135
Low	112-302	112-240	-0-062	-0.2%	112-305
Close	112-310	112-245	-0-065	-0.2%	112-313
Range	0-028	0-075	0-047	172.6%	0-150
ATR	0-062	0-062	0-001	1.6%	0-000
Volume	496,985	756,977	259,992	52.3%	3,613,414

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-172	113-123	112-286
R3	113-097	113-048	112-266
R2	113-022	113-022	112-259
R1	112-293	112-293	112-252	112-280
PP	112-267	112-267	112-267	112-260
S1	112-218	112-218	112-238	112-205
S2	112-192	112-192	112-231
S3	112-117	112-143	112-224
S4	112-042	112-068	112-204

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-168	114-070	113-075
R3	114-018	113-240	113-034
R2	113-188	113-188	113-020
R1	113-090	113-090	113-006	113-064
PP	113-038	113-038	113-038	113-024
S1	112-260	112-260	112-299	112-234
S2	112-207	112-207	112-285
S3	112-057	112-110	112-271
S4	111-227	111-280	112-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-127	112-240	0-207	0.6%	0-069	0.2%	2%	False	True	798,542
10	113-138	112-240	0-218	0.6%	0-064	0.2%	2%	False	True	1,038,788
20	113-198	112-240	0-278	0.8%	0-061	0.2%	2%	False	True	675,468
40	113-198	112-213	0-305	0.8%	0-058	0.2%	11%	False	False	344,855

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-314
2.618	113-191
1.618	113-116
1.000	113-070
0.618	113-041
HIGH	112-315
0.618	112-286
0.500	112-278
0.382	112-269
LOW	112-240
0.618	112-194
1.000	112-165
1.618	112-119
2.618	112-044
4.250	111-241

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	112-278	113-024
PP	112-267	112-311
S1	112-256	112-278

Download as Excel Spreadsheet

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

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