ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 18-Sep-2018

Day Change Summary
	Previous	Current
	17-Sep-2018	18-Sep-2018	Change	Change %	Previous Week
Open	112-195	112-218	0-022	0.1%	112-310
High	112-222	112-240	0-018	0.0%	113-010
Low	112-173	112-135	-0-038	-0.1%	112-190
Close	112-200	112-153	-0-047	-0.1%	112-202
Range	0-050	0-105	0-055	110.1%	0-140
ATR	0-060	0-063	0-003	5.4%	0-000
Volume	688,736	796,087	107,351	15.6%	3,753,807

Daily Pivots for day following 18-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-171	113-107	112-210
R3	113-066	113-002	112-181
R2	112-281	112-281	112-172
R1	112-217	112-217	112-162	112-196
PP	112-176	112-176	112-176	112-166
S1	112-112	112-112	112-143	112-091
S2	112-071	112-071	112-133
S3	111-286	112-007	112-124
S4	111-181	111-222	112-095

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-021	113-252	112-279
R3	113-201	113-112	112-241
R2	113-061	113-061	112-228
R1	112-292	112-292	112-215	112-266
PP	112-241	112-241	112-241	112-228
S1	112-152	112-152	112-190	112-126
S2	112-101	112-101	112-177
S3	111-281	112-012	112-164
S4	111-141	111-192	112-125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-285	112-135	0-150	0.4%	0-062	0.2%	12%	False	True	796,933
10	113-127	112-135	0-312	0.9%	0-066	0.2%	6%	False	True	797,738
20	113-198	112-135	1-062	1.1%	0-060	0.2%	5%	False	True	863,976
40	113-198	112-135	1-062	1.1%	0-058	0.2%	5%	False	True	444,444

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	114-046
2.618	113-195
1.618	113-090
1.000	113-025
0.618	112-305
HIGH	112-240
0.618	112-200
0.500	112-188
0.382	112-175
LOW	112-135
0.618	112-070
1.000	112-030
1.618	111-285
2.618	111-180
4.250	111-009

Fisher Pivots for day following 18-Sep-2018
Pivot	1 day	3 day
R1	112-188	112-193
PP	112-176	112-179
S1	112-164	112-166

Download as Excel Spreadsheet

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

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