ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 14-Nov-2018

Day Change Summary
	Previous	Current
	13-Nov-2018	14-Nov-2018	Change	Change %	Previous Week
Open	112-102	112-120	0-018	0.0%	112-055
High	112-135	112-222	0-087	0.2%	112-087
Low	112-073	112-098	0-025	0.1%	111-278
Close	112-120	112-173	0-053	0.1%	112-038
Range	0-062	0-125	0-062	100.0%	0-130
ATR	0-079	0-082	0-003	4.2%	0-000
Volume	1,091,851	1,457,363	365,512	33.5%	4,343,589

Daily Pivots for day following 14-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-219	113-161	112-241
R3	113-094	113-036	112-207
R2	112-289	112-289	112-195
R1	112-231	112-231	112-184	112-260
PP	112-164	112-164	112-164	112-179
S1	112-106	112-106	112-161	112-135
S2	112-039	112-039	112-150
S3	111-234	111-301	112-138
S4	111-109	111-176	112-104

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	112-222	111-278	0-265	0.7%	0-080	0.2%	81%	True	False	922,001
10	112-222	111-278	0-265	0.7%	0-080	0.2%	81%	True	False	942,328
20	112-280	111-278	1-002	0.9%	0-084	0.2%	67%	False	False	1,059,212
40	112-280	111-265	1-015	0.9%	0-076	0.2%	68%	False	False	1,009,036
60	113-198	111-265	1-253	1.6%	0-071	0.2%	40%	False	False	974,237
80	113-198	111-265	1-253	1.6%	0-067	0.2%	40%	False	False	737,883

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	114-114
2.618	113-230
1.618	113-105
1.000	113-027
0.618	112-300
HIGH	112-222
0.618	112-175
0.500	112-160
0.382	112-145
LOW	112-098
0.618	112-020
1.000	111-293
1.618	111-215
2.618	111-090
4.250	110-206

Fisher Pivots for day following 14-Nov-2018
Pivot	1 day	3 day
R1	112-168	112-159
PP	112-164	112-146
S1	112-160	112-132

Download as Excel Spreadsheet

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

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