ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 20-Sep-2018

Day Change Summary
	Previous	Current
	19-Sep-2018	20-Sep-2018	Change	Change %	Previous Week
Open	112-140	112-140	0-000	0.0%	112-310
High	112-162	112-147	-0-015	0.0%	113-010
Low	112-105	112-093	-0-012	0.0%	112-190
Close	112-118	112-118	0-000	0.0%	112-202
Range	0-058	0-055	-0-003	-4.4%	0-140
ATR	0-063	0-062	-0-001	-0.9%	0-000
Volume	891,455	841,290	-50,165	-5.6%	3,753,807

Daily Pivots for day following 20-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-284	112-256	112-148
R3	112-229	112-201	112-133
R2	112-174	112-174	112-128
R1	112-146	112-146	112-123	112-132
PP	112-119	112-119	112-119	112-113
S1	112-091	112-091	112-112	112-078
S2	112-064	112-064	112-107
S3	112-009	112-036	112-102
S4	111-274	111-301	112-087

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	112-250	112-093	0-158	0.4%	0-065	0.2%	16%	False	True	797,090
10	113-127	112-093	1-035	1.0%	0-067	0.2%	7%	False	True	812,889
20	113-187	112-093	1-095	1.2%	0-061	0.2%	6%	False	True	931,989
40	113-198	112-093	1-105	1.2%	0-058	0.2%	6%	False	True	487,713

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 3 trading days

Fibonacci Retracements and Extensions
4.250	113-061
2.618	112-291
1.618	112-236
1.000	112-202
0.618	112-181
HIGH	112-147
0.618	112-126
0.500	112-120
0.382	112-114
LOW	112-093
0.618	112-059
1.000	112-038
1.618	112-004
2.618	111-269
4.250	111-179

Fisher Pivots for day following 20-Sep-2018
Pivot	1 day	3 day
R1	112-120	112-166
PP	112-119	112-150
S1	112-118	112-134

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

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