ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 09-Nov-2018

Day Change Summary
	Previous	Current
	08-Nov-2018	09-Nov-2018	Change	Change %	Previous Week
Open	111-295	111-287	-0-008	0.0%	112-055
High	112-013	112-053	0-040	0.1%	112-087
Low	111-278	111-287	0-010	0.0%	111-278
Close	111-290	112-038	0-067	0.2%	112-038
Range	0-055	0-085	0-030	54.6%	0-130
ATR	0-080	0-080	0-000	0.5%	0-000
Volume	850,359	897,771	47,412	5.6%	4,343,589

Daily Pivots for day following 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-274	112-241	112-084
R3	112-189	112-156	112-061
R2	112-104	112-104	112-053
R1	112-071	112-071	112-045	112-088
PP	112-019	112-019	112-019	112-028
S1	111-306	111-306	112-030	112-002
S2	111-254	111-254	112-022
S3	111-169	111-221	112-014
S4	111-084	111-136	111-311

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-097	113-037	112-109
R3	112-287	112-227	112-073
R2	112-157	112-157	112-061
R1	112-097	112-097	112-049	112-062
PP	112-027	112-027	112-027	112-010
S1	111-288	111-288	112-026	111-253
S2	111-218	111-218	112-014
S3	111-088	111-158	112-002
S4	110-278	111-028	111-286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-087	111-278	0-130	0.4%	0-069	0.2%	62%	False	False	868,717
10	112-267	111-278	0-310	0.9%	0-075	0.2%	26%	False	False	979,683
20	112-280	111-278	1-002	0.9%	0-079	0.2%	25%	False	False	1,027,017
40	112-280	111-265	1-015	0.9%	0-075	0.2%	28%	False	False	996,896
60	113-198	111-265	1-253	1.6%	0-069	0.2%	16%	False	False	929,629
80	113-198	111-265	1-253	1.6%	0-066	0.2%	16%	False	False	702,112

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-094
2.618	112-275
1.618	112-190
1.000	112-138
0.618	112-105
HIGH	112-053
0.618	112-020
0.500	112-010
0.382	112-000
LOW	111-287
0.618	111-235
1.000	111-202
1.618	111-150
2.618	111-065
4.250	110-246

Fisher Pivots for day following 09-Nov-2018
Pivot	1 day	3 day
R1	112-028	112-030
PP	112-019	112-023
S1	112-010	112-015

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