ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 19-Nov-2018

Day Change Summary
	Previous	Current
	16-Nov-2018	19-Nov-2018	Change	Change %	Previous Week
Open	112-187	112-287	0-100	0.3%	112-050
High	112-285	113-000	0-035	0.1%	112-285
Low	112-178	112-242	0-065	0.2%	112-042
Close	112-262	112-302	0-040	0.1%	112-262
Range	0-107	0-078	-0-030	-27.9%	0-242
ATR	0-085	0-085	-0-001	-0.6%	0-000
Volume	1,403,722	1,122,775	-280,947	-20.0%	5,608,956

Daily Pivots for day following 19-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-201	113-169	113-025
R3	113-123	113-092	113-004
R2	113-046	113-046	112-317
R1	113-014	113-014	112-310	113-030
PP	112-288	112-288	112-288	112-296
S1	112-257	112-257	112-295	112-272
S2	112-211	112-211	112-288
S3	112-133	112-179	112-281
S4	112-056	112-102	112-260

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-284	114-196	113-076
R3	114-042	113-273	113-009
R2	113-119	113-119	112-307
R1	113-031	113-031	112-285	113-075
PP	112-197	112-197	112-197	112-219
S1	112-108	112-108	112-240	112-152
S2	111-274	111-274	112-218
S3	111-032	111-186	112-196
S4	110-109	110-263	112-129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-000	112-073	0-247	0.7%	0-094	0.3%	93%	True	False	1,283,814
10	113-000	111-278	1-042	1.0%	0-086	0.2%	95%	True	False	1,040,090
20	113-000	111-278	1-042	1.0%	0-088	0.2%	95%	True	False	1,112,898
40	113-000	111-265	1-055	1.0%	0-079	0.2%	95%	True	False	1,054,378
60	113-167	111-265	1-222	1.5%	0-073	0.2%	66%	False	False	1,009,306
80	113-198	111-265	1-253	1.6%	0-069	0.2%	62%	False	False	786,181

Crabel Price Patterns
NR	True
NR4	True
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	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-009
2.618	113-203
1.618	113-125
1.000	113-078
0.618	113-048
HIGH	113-000
0.618	112-290
0.500	112-281
0.382	112-272
LOW	112-242
0.618	112-195
1.000	112-165
1.618	112-117
2.618	112-040
4.250	111-233

Fisher Pivots for day following 19-Nov-2018
Pivot	1 day	3 day
R1	112-295	112-279
PP	112-288	112-256
S1	112-281	112-232

Download as Excel Spreadsheet

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

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