ECBOT 10 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 11-Sep-2018

Day Change Summary
	Previous	Current
	10-Sep-2018	11-Sep-2018	Change	Change %	Previous Week
Open	119-195	119-220	0-025	0.1%	120-060
High	119-235	119-225	-0-010	0.0%	120-095
Low	119-185	119-090	-0-095	-0.2%	119-190
Close	119-210	119-105	-0-105	-0.3%	119-205
Range	0-050	0-135	0-085	169.9%	0-225
ATR	0-104	0-106	0-002	2.1%	0-000
Volume	856,145	1,388,452	532,307	62.2%	6,149,699

Daily Pivots for day following 11-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-225	120-140	119-179
R3	120-090	120-005	119-142
R2	119-275	119-275	119-130
R1	119-190	119-190	119-117	119-165
PP	119-140	119-140	119-140	119-128
S1	119-055	119-055	119-093	119-030
S2	119-005	119-005	119-080
S3	118-190	118-240	119-068
S4	118-055	118-105	119-031

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	121-305	121-160	120-009
R3	121-080	120-255	119-267
R2	120-175	120-175	119-246
R1	120-030	120-030	119-226	119-310
PP	119-270	119-270	119-270	119-250
S1	119-125	119-125	119-184	119-085
S2	119-045	119-045	119-164
S3	118-140	118-220	119-143
S4	117-235	117-315	119-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-075	119-090	0-305	0.8%	0-114	0.3%	5%	False	True	1,390,403
10	120-125	119-090	1-035	0.9%	0-107	0.3%	4%	False	True	1,563,503
20	120-200	119-090	1-110	1.1%	0-102	0.3%	3%	False	True	914,049
40	120-200	118-275	1-245	1.5%	0-105	0.3%	27%	False	False	459,535
60	120-200	118-275	1-245	1.5%	0-092	0.2%	27%	False	False	306,396

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-159
2.618	120-258
1.618	120-123
1.000	120-040
0.618	119-308
HIGH	119-225
0.618	119-173
0.500	119-158
0.382	119-142
LOW	119-090
0.618	119-007
1.000	118-275
1.618	118-192
2.618	118-057
4.250	117-156

Fisher Pivots for day following 11-Sep-2018
Pivot	1 day	3 day
R1	119-158	119-243
PP	119-140	119-197
S1	119-122	119-151

Download as Excel Spreadsheet

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

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