ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 19-Sep-2018

Day Change Summary
	Previous	Current
	18-Sep-2018	19-Sep-2018	Change	Change %	Previous Week
Open	112-218	112-140	-0-078	-0.2%	112-310
High	112-240	112-162	-0-078	-0.2%	113-010
Low	112-135	112-105	-0-030	-0.1%	112-190
Close	112-153	112-118	-0-035	-0.1%	112-202
Range	0-105	0-058	-0-047	-45.2%	0-140
ATR	0-063	0-063	0-000	-0.6%	0-000
Volume	796,087	891,455	95,368	12.0%	3,753,807

Daily Pivots for day following 19-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-301	112-267	112-149
R3	112-243	112-209	112-133
R2	112-186	112-186	112-128
R1	112-152	112-152	112-123	112-140
PP	112-128	112-128	112-128	112-122
S1	112-094	112-094	112-112	112-082
S2	112-071	112-071	112-107
S3	112-013	112-037	112-102
S4	111-276	111-299	112-086

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	112-105	0-180	0.5%	0-068	0.2%	7%	False	True	817,832
10	113-127	112-105	1-022	1.0%	0-067	0.2%	4%	False	True	807,210
20	113-198	112-105	1-093	1.1%	0-060	0.2%	3%	False	True	904,638
40	113-198	112-105	1-093	1.1%	0-058	0.2%	3%	False	True	466,730

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-087
2.618	112-313
1.618	112-256
1.000	112-220
0.618	112-198
HIGH	112-162
0.618	112-141
0.500	112-134
0.382	112-127
LOW	112-105
0.618	112-069
1.000	112-047
1.618	112-012
2.618	111-274
4.250	111-181

Fisher Pivots for day following 19-Sep-2018
Pivot	1 day	3 day
R1	112-134	112-172
PP	112-128	112-154
S1	112-123	112-136

Download as Excel Spreadsheet

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

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