ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 26-Sep-2018

Day Change Summary
	Previous	Current
	25-Sep-2018	26-Sep-2018	Change	Change %	Previous Week
Open	112-107	112-093	-0-015	0.0%	112-195
High	112-115	112-165	0-050	0.1%	112-240
Low	112-080	112-093	0-013	0.0%	112-093
Close	112-095	112-142	0-047	0.1%	112-133
Range	0-035	0-072	0-037	107.0%	0-147
ATR	0-059	0-060	0-001	1.7%	0-000
Volume	799,617	868,880	69,263	8.7%	3,761,281

Daily Pivots for day following 26-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-031	112-319	112-182
R3	112-278	112-247	112-162
R2	112-206	112-206	112-156
R1	112-174	112-174	112-149	112-190
PP	112-133	112-133	112-133	112-141
S1	112-102	112-102	112-136	112-118
S2	112-061	112-061	112-129
S3	111-308	112-029	112-123
S4	111-236	111-277	112-103

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-277	113-192	112-214
R3	113-130	113-045	112-173
R2	112-302	112-302	112-160
R1	112-218	112-218	112-146	112-186
PP	112-155	112-155	112-155	112-139
S1	112-070	112-070	112-119	112-039
S2	112-008	112-008	112-105
S3	111-180	111-243	112-092
S4	111-033	111-095	112-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-165	112-080	0-085	0.2%	0-050	0.1%	74%	True	False	744,935
10	112-285	112-080	0-205	0.6%	0-059	0.2%	30%	False	False	781,383
20	113-138	112-080	1-058	1.0%	0-060	0.2%	17%	False	False	844,748
40	113-198	112-080	1-118	1.2%	0-060	0.2%	14%	False	False	559,599
60	113-198	112-080	1-118	1.2%	0-051	0.1%	14%	False	False	373,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113-153
2.618	113-035
1.618	112-282
1.000	112-237
0.618	112-210
HIGH	112-165
0.618	112-137
0.500	112-129
0.382	112-120
LOW	112-093
0.618	112-048
1.000	112-020
1.618	111-295
2.618	111-223
4.250	111-104

Fisher Pivots for day following 26-Sep-2018
Pivot	1 day	3 day
R1	112-138	112-136
PP	112-133	112-129
S1	112-129	112-122

Download as Excel Spreadsheet

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

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