ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 02-Nov-2018

Day Change Summary
	Previous	Current
	01-Nov-2018	02-Nov-2018	Change	Change %	Previous Week
Open	112-135	112-175	0-040	0.1%	112-245
High	112-167	112-175	0-008	0.0%	112-267
Low	112-113	112-038	-0-075	-0.2%	112-038
Close	112-155	112-050	-0-105	-0.3%	112-050
Range	0-055	0-138	0-083	150.1%	0-230
ATR	0-081	0-085	0-004	5.0%	0-000
Volume	937,235	1,280,587	343,352	36.6%	5,453,247

Daily Pivots for day following 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-180	113-093	112-126
R3	113-043	112-275	112-088
R2	112-225	112-225	112-075
R1	112-138	112-138	112-063	112-113
PP	112-088	112-088	112-088	112-075
S1	112-000	112-000	112-037	111-295
S2	111-270	111-270	112-025
S3	111-133	111-183	112-012
S4	110-315	111-045	111-294

Weekly Pivots for week ending 02-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-168	114-019	112-177
R3	113-258	113-109	112-113
R2	113-028	113-028	112-092
R1	112-199	112-199	112-071	112-159
PP	112-118	112-118	112-118	112-098
S1	111-289	111-289	112-029	111-249
S2	111-208	111-208	112-008
S3	110-298	111-059	111-307
S4	110-068	110-149	111-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-267	112-038	0-230	0.6%	0-081	0.2%	5%	False	True	1,090,649
10	112-280	112-010	0-270	0.8%	0-091	0.3%	15%	False	False	1,184,242
20	112-280	111-265	1-015	0.9%	0-083	0.2%	31%	False	False	1,096,561
40	113-010	111-265	1-065	1.1%	0-072	0.2%	27%	False	False	982,152
60	113-198	111-265	1-253	1.6%	0-070	0.2%	18%	False	False	860,508
80	113-198	111-265	1-253	1.6%	0-064	0.2%	18%	False	False	647,831

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	114-119
2.618	113-215
1.618	113-077
1.000	112-313
0.618	112-260
HIGH	112-175
0.618	112-122
0.500	112-106
0.382	112-090
LOW	112-038
0.618	111-273
1.000	111-220
1.618	111-135
2.618	110-318
4.250	110-093

Fisher Pivots for day following 02-Nov-2018
Pivot	1 day	3 day
R1	112-106	112-106
PP	112-088	112-088
S1	112-069	112-069

Download as Excel Spreadsheet

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

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