ECBOT 10 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 30-Jul-2018

Day Change Summary
	Previous	Current
	27-Jul-2018	30-Jul-2018	Change	Change %	Previous Week
Open	119-030	119-090	0-060	0.2%	119-250
High	119-095	119-090	-0-005	0.0%	119-295
Low	119-020	119-020	0-000	0.0%	119-020
Close	119-075	119-055	-0-020	-0.1%	119-075
Range	0-075	0-070	-0-005	-6.7%	0-275
ATR	0-096	0-094	-0-002	-1.9%	0-000
Volume	4,659	1,062	-3,597	-77.2%	13,066

Daily Pivots for day following 30-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	119-265	119-230	119-094
R3	119-195	119-160	119-074
R2	119-125	119-125	119-068
R1	119-090	119-090	119-061	119-073
PP	119-055	119-055	119-055	119-046
S1	119-020	119-020	119-049	119-002
S2	118-305	118-305	119-042
S3	118-235	118-270	119-036
S4	118-165	118-200	119-016

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	119-160	119-020	0-140	0.4%	0-083	0.2%	25%	False	True	2,491
10	120-075	119-020	1-055	1.0%	0-103	0.3%	9%	False	True	1,526
20	120-105	119-020	1-085	1.1%	0-093	0.2%	9%	False	True	827

Crabel Price Patterns
NR	True
NR4	True
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	0-022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-068
2.618	119-273
1.618	119-203
1.000	119-160
0.618	119-133
HIGH	119-090
0.618	119-063
0.500	119-055
0.382	119-047
LOW	119-020
0.618	118-297
1.000	118-270
1.618	118-227
2.618	118-157
4.250	118-042

Fisher Pivots for day following 30-Jul-2018
Pivot	1 day	3 day
R1	119-055	119-070
PP	119-055	119-065
S1	119-055	119-060

Download as Excel Spreadsheet

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

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