ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 01-Oct-2018

Day Change Summary
	Previous	Current
	28-Sep-2018	01-Oct-2018	Change	Change %	Previous Week
Open	112-138	112-138	0-000	0.0%	112-138
High	112-185	112-155	-0-030	-0.1%	112-187
Low	112-138	112-107	-0-030	-0.1%	112-080
Close	112-153	112-142	-0-010	0.0%	112-153
Range	0-047	0-048	0-000	0.1%	0-107
ATR	0-060	0-059	-0-001	-1.4%	0-000
Volume	979,747	663,976	-315,771	-32.2%	4,196,334

Daily Pivots for day following 01-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-278	112-258	112-169
R3	112-230	112-210	112-156
R2	112-183	112-183	112-151
R1	112-163	112-163	112-147	112-173
PP	112-135	112-135	112-135	112-140
S1	112-115	112-115	112-138	112-125
S2	112-087	112-087	112-134
S3	112-040	112-067	112-129
S4	111-312	112-020	112-116

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%	58%	False	False	837,826
10	112-240	112-080	0-160	0.4%	0-057	0.2%	39%	False	False	793,285
20	113-135	112-080	1-055	1.0%	0-060	0.2%	17%	False	False	799,440
40	113-198	112-080	1-118	1.2%	0-059	0.2%	14%	False	False	621,000
60	113-198	112-080	1-118	1.2%	0-053	0.1%	14%	False	False	415,264

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

Fibonacci Retracements and Extensions
4.250	113-037
2.618	112-279
1.618	112-232
1.000	112-203
0.618	112-184
HIGH	112-155
0.618	112-137
0.500	112-131
0.382	112-126
LOW	112-107
0.618	112-078
1.000	112-060
1.618	112-031
2.618	111-303
4.250	111-226

Fisher Pivots for day following 01-Oct-2018
Pivot	1 day	3 day
R1	112-139	112-147
PP	112-135	112-146
S1	112-131	112-144

Download as Excel Spreadsheet

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

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