ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 10-Oct-2018

Day Change Summary
	Previous	Current
	09-Oct-2018	10-Oct-2018	Change	Change %	Previous Week
Open	111-315	112-000	0-005	0.0%	112-138
High	112-020	112-090	0-070	0.2%	112-190
Low	111-293	111-282	-0-010	0.0%	111-275
Close	112-005	112-005	0-000	0.0%	111-305
Range	0-047	0-128	0-080	168.5%	0-235
ATR	0-067	0-071	0-004	6.5%	0-000
Volume	1,035,601	1,342,146	306,545	29.6%	5,643,431

Daily Pivots for day following 10-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-082	113-011	112-075
R3	112-274	112-203	112-040
R2	112-147	112-147	112-028
R1	112-076	112-076	112-017	112-111
PP	112-019	112-019	112-019	112-037
S1	111-268	111-268	111-313	111-304
S2	111-212	111-212	111-302
S3	111-084	111-141	111-290
S4	110-277	111-013	111-255

Weekly Pivots for week ending 05-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-108	113-282	112-114
R3	113-193	113-047	112-050
R2	112-278	112-278	112-028
R1	112-132	112-132	112-007	112-088
PP	112-043	112-043	112-043	112-021
S1	111-217	111-217	111-283	111-172
S2	111-128	111-128	111-262
S3	110-213	110-302	111-240
S4	109-298	110-067	111-176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-090	111-265	0-145	0.4%	0-079	0.2%	41%	True	False	1,066,476
10	112-190	111-265	0-245	0.7%	0-078	0.2%	24%	False	False	1,015,127
20	112-285	111-265	1-020	0.9%	0-068	0.2%	18%	False	False	898,255
40	113-198	111-265	1-253	1.6%	0-064	0.2%	10%	False	False	805,954
60	113-198	111-265	1-253	1.6%	0-062	0.2%	10%	False	False	542,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-312
2.618	113-104
1.618	112-296
1.000	112-218
0.618	112-169
HIGH	112-090
0.618	112-041
0.500	112-026
0.382	112-011
LOW	111-282
0.618	111-204
1.000	111-155
1.618	111-076
2.618	110-269
4.250	110-061

Fisher Pivots for day following 10-Oct-2018
Pivot	1 day	3 day
R1	112-026	112-018
PP	112-019	112-013
S1	112-012	112-009

Download as Excel Spreadsheet

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

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