ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 28-Sep-2018

Day Change Summary
	Previous	Current
	27-Sep-2018	28-Sep-2018	Change	Change %	Previous Week
Open	112-162	112-138	-0-025	-0.1%	112-138
High	112-187	112-185	-0-002	0.0%	112-187
Low	112-120	112-138	0-018	0.0%	112-080
Close	112-135	112-153	0-018	0.0%	112-153
Range	0-067	0-047	-0-020	-29.6%	0-107
ATR	0-060	0-060	-0-001	-1.2%	0-000
Volume	876,911	979,747	102,836	11.7%	4,196,334

Daily Pivots for day following 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-301	112-274	112-179
R3	112-253	112-227	112-166
R2	112-206	112-206	112-161
R1	112-179	112-179	112-157	112-192
PP	112-158	112-158	112-158	112-165
S1	112-132	112-132	112-148	112-145
S2	112-111	112-111	112-144
S3	112-063	112-084	112-139
S4	112-016	112-037	112-126

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-142	113-095	112-212
R3	113-035	112-307	112-182
R2	112-247	112-247	112-172
R1	112-200	112-200	112-162	112-224
PP	112-140	112-140	112-140	112-152
S1	112-093	112-093	112-143	112-116
S2	112-033	112-033	112-133
S3	111-245	111-305	112-123
S4	111-138	111-198	112-093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-187	112-080	0-107	0.3%	0-054	0.2%	67%	False	False	839,266
10	112-240	112-080	0-160	0.4%	0-058	0.2%	45%	False	False	795,761
20	113-138	112-080	1-058	1.0%	0-060	0.2%	19%	False	False	816,578
40	113-198	112-080	1-118	1.2%	0-060	0.2%	17%	False	False	605,355
60	113-198	112-080	1-118	1.2%	0-052	0.1%	17%	False	False	404,198

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-067
2.618	112-309
1.618	112-262
1.000	112-232
0.618	112-214
HIGH	112-185
0.618	112-167
0.500	112-161
0.382	112-156
LOW	112-138
0.618	112-108
1.000	112-090
1.618	112-061
2.618	112-013
4.250	111-256

Fisher Pivots for day following 28-Sep-2018
Pivot	1 day	3 day
R1	112-161	112-148
PP	112-158	112-144
S1	112-155	112-140

Download as Excel Spreadsheet

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

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