ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 16-Nov-2018

Day Change Summary
	Previous	Current
	15-Nov-2018	16-Nov-2018	Change	Change %	Previous Week
Open	112-160	112-187	0-027	0.1%	112-050
High	112-245	112-285	0-040	0.1%	112-285
Low	112-145	112-178	0-033	0.1%	112-042
Close	112-185	112-262	0-078	0.2%	112-262
Range	0-100	0-107	0-007	7.5%	0-242
ATR	0-083	0-085	0-002	2.1%	0-000
Volume	1,343,359	1,403,722	60,363	4.5%	5,608,956

Daily Pivots for day following 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-244	113-201	113-002
R3	113-137	113-093	112-292
R2	113-029	113-029	112-282
R1	112-306	112-306	112-272	113-007
PP	112-242	112-242	112-242	112-252
S1	112-198	112-198	112-253	112-220
S2	112-134	112-134	112-243
S3	112-027	112-091	112-233
S4	111-239	111-303	112-203

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-284	114-196	113-076
R3	114-042	113-273	113-009
R2	113-119	113-119	112-307
R1	113-031	113-031	112-285	113-075
PP	112-197	112-197	112-197	112-219
S1	112-108	112-108	112-240	112-152
S2	111-274	111-274	112-218
S3	111-032	111-186	112-196
S4	110-109	110-263	112-129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-285	112-042	0-242	0.7%	0-093	0.3%	91%	True	False	1,121,791
10	112-285	111-278	1-007	0.9%	0-081	0.2%	93%	True	False	995,254
20	112-285	111-278	1-007	0.9%	0-086	0.2%	93%	True	False	1,089,748
40	112-285	111-265	1-020	0.9%	0-079	0.2%	93%	True	False	1,043,088
60	113-167	111-265	1-222	1.5%	0-073	0.2%	59%	False	False	1,000,757
80	113-198	111-265	1-253	1.6%	0-069	0.2%	55%	False	False	772,193

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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-102
2.618	113-246
1.618	113-139
1.000	113-072
0.618	113-031
HIGH	112-285
0.618	112-244
0.500	112-231
0.382	112-219
LOW	112-178
0.618	112-111
1.000	112-070
1.618	112-004
2.618	111-216
4.250	111-041

Fisher Pivots for day following 16-Nov-2018
Pivot	1 day	3 day
R1	112-252	112-239
PP	112-242	112-215
S1	112-231	112-191

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols