ECBOT 10 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 27-Jul-2018

Day Change Summary
	Previous	Current
	26-Jul-2018	27-Jul-2018	Change	Change %	Previous Week
Open	119-070	119-030	-0-040	-0.1%	119-250
High	119-120	119-095	-0-025	-0.1%	119-295
Low	119-030	119-020	-0-010	0.0%	119-020
Close	119-045	119-075	0-030	0.1%	119-075
Range	0-090	0-075	-0-015	-16.6%	0-275
ATR	0-097	0-096	-0-002	-1.6%	0-000
Volume	3,183	4,659	1,476	46.4%	13,066

Daily Pivots for day following 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	119-288	119-257	119-116
R3	119-213	119-182	119-096
R2	119-138	119-138	119-089
R1	119-107	119-107	119-082	119-123
PP	119-063	119-063	119-063	119-071
S1	119-032	119-032	119-068	119-048
S2	118-308	118-308	119-061
S3	118-233	118-277	119-054
S4	118-158	118-202	119-034

Weekly Pivots for week ending 27-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-315	121-150	119-226
R3	121-040	120-195	119-151
R2	120-085	120-085	119-125
R1	119-240	119-240	119-100	119-185
PP	119-130	119-130	119-130	119-103
S1	118-285	118-285	119-050	118-230
S2	118-175	118-175	119-025
S3	117-220	118-010	118-319
S4	116-265	117-055	118-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-295	119-020	0-275	0.7%	0-110	0.3%	20%	False	True	2,613
10	120-075	119-020	1-055	1.0%	0-101	0.3%	15%	False	True	1,422
20	120-105	119-020	1-085	1.1%	0-092	0.2%	14%	False	True	798

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	0-023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-094
2.618	119-291
1.618	119-216
1.000	119-170
0.618	119-141
HIGH	119-095
0.618	119-066
0.500	119-058
0.382	119-049
LOW	119-020
0.618	118-294
1.000	118-265
1.618	118-219
2.618	118-144
4.250	118-021

Fisher Pivots for day following 27-Jul-2018
Pivot	1 day	3 day
R1	119-069	119-090
PP	119-063	119-085
S1	119-058	119-080

Download as Excel Spreadsheet

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

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