ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	111-287	112-050	0-083	0.2%	112-055
High	112-053	112-115	0-062	0.2%	112-087
Low	111-287	112-042	0-075	0.2%	111-278
Close	112-038	112-100	0-062	0.2%	112-038
Range	0-085	0-073	-0-013	-14.7%	0-130
ATR	0-080	0-080	0-000	-0.3%	0-000
Volume	897,771	312,661	-585,110	-65.2%	4,343,589

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-303	112-274	112-140
R3	112-231	112-202	112-120
R2	112-158	112-158	112-113
R1	112-129	112-129	112-107	112-144
PP	112-086	112-086	112-086	112-093
S1	112-057	112-057	112-093	112-071
S2	112-013	112-013	112-087
S3	111-261	111-304	112-080
S4	111-188	111-232	112-060

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	112-115	111-278	0-158	0.4%	0-077	0.2%	90%	True	False	796,366
10	112-227	111-278	0-270	0.8%	0-074	0.2%	53%	False	False	897,125
20	112-280	111-278	1-002	0.9%	0-081	0.2%	44%	False	False	1,007,463
40	112-280	111-265	1-015	0.9%	0-075	0.2%	46%	False	False	987,494
60	113-198	111-265	1-253	1.6%	0-070	0.2%	27%	False	False	934,182
80	113-198	111-265	1-253	1.6%	0-067	0.2%	27%	False	False	706,020

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-103
2.618	112-305
1.618	112-232
1.000	112-188
0.618	112-160
HIGH	112-115
0.618	112-087
0.500	112-079
0.382	112-070
LOW	112-042
0.618	111-318
1.000	111-290
1.618	111-245
2.618	111-173
4.250	111-054

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	112-093	112-079
PP	112-086	112-058
S1	112-079	112-036

Download as Excel Spreadsheet

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

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