ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 13-Sep-2018

Day Change Summary
	Previous	Current
	12-Sep-2018	13-Sep-2018	Change	Change %	Previous Week
Open	112-247	112-258	0-010	0.0%	113-115
High	112-275	112-285	0-010	0.0%	113-135
Low	112-245	112-218	-0-027	-0.1%	112-305
Close	112-258	112-250	-0-007	0.0%	112-313
Range	0-030	0-067	0-037	124.8%	0-150
ATR	0-060	0-061	0-001	0.9%	0-000
Volume	786,963	945,000	158,037	20.1%	3,613,414

Daily Pivots for day following 13-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-133	113-099	112-287
R3	113-066	113-032	112-269
R2	112-318	112-318	112-262
R1	112-284	112-284	112-256	112-268
PP	112-251	112-251	112-251	112-243
S1	112-217	112-217	112-244	112-200
S2	112-183	112-183	112-238
S3	112-116	112-149	112-231
S4	112-048	112-082	112-213

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	112-218	0-230	0.6%	0-069	0.2%	14%	False	True	828,689
10	113-138	112-218	0-240	0.7%	0-062	0.2%	14%	False	True	874,412
20	113-198	112-218	0-300	0.8%	0-058	0.2%	11%	False	True	758,644
40	113-198	112-213	0-305	0.8%	0-059	0.2%	12%	False	False	388,142

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

Fibonacci Retracements and Extensions
4.250	113-252
2.618	113-142
1.618	113-074
1.000	113-032
0.618	113-007
HIGH	112-285
0.618	112-259
0.500	112-251
0.382	112-243
LOW	112-218
0.618	112-176
1.000	112-150
1.618	112-108
2.618	112-041
4.250	111-251

Fisher Pivots for day following 13-Sep-2018
Pivot	1 day	3 day
R1	112-251	112-266
PP	112-251	112-261
S1	112-250	112-255

Download as Excel Spreadsheet

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

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