ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	112-313	112-247	-0-065	-0.2%	113-115
High	112-315	112-275	-0-040	-0.1%	113-135
Low	112-240	112-245	0-005	0.0%	112-305
Close	112-245	112-258	0-013	0.0%	112-313
Range	0-075	0-030	-0-045	-60.0%	0-150
ATR	0-062	0-060	-0-002	-3.7%	0-000
Volume	756,977	786,963	29,986	4.0%	3,613,414

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-029	113-013	112-274
R3	112-319	112-303	112-266
R2	112-289	112-289	112-263
R1	112-273	112-273	112-260	112-281
PP	112-259	112-259	112-259	112-263
S1	112-243	112-243	112-255	112-251
S2	112-229	112-229	112-252
S3	112-199	112-213	112-249
S4	112-169	112-183	112-241

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%	0-066	0.2%	8%	False	False	796,588
10	113-138	112-240	0-218	0.6%	0-061	0.2%	8%	False	False	908,112
20	113-198	112-240	0-278	0.8%	0-060	0.2%	6%	False	False	713,653
40	113-198	112-213	0-305	0.8%	0-058	0.2%	15%	False	False	364,525

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-083
2.618	113-034
1.618	113-004
1.000	112-305
0.618	112-294
HIGH	112-275
0.618	112-264
0.500	112-260
0.382	112-256
LOW	112-245
0.618	112-226
1.000	112-215
1.618	112-196
2.618	112-166
4.250	112-117

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	112-260	112-285
PP	112-259	112-276
S1	112-258	112-267

Download as Excel Spreadsheet

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

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