ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	112-293	112-265	-0-028	-0.1%	112-050
High	113-000	112-278	-0-042	-0.1%	112-285
Low	112-262	112-220	-0-042	-0.1%	112-042
Close	112-293	112-265	-0-028	-0.1%	112-262
Range	0-058	0-058	0-000	0.0%	0-242
ATR	0-083	0-082	-0-001	-0.9%	0-000
Volume	1,418,371	1,352,226	-66,145	-4.7%	5,608,956

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-107	113-083	112-297
R3	113-049	113-026	112-281
R2	112-312	112-312	112-276
R1	112-288	112-288	112-270	112-294
PP	112-254	112-254	112-254	112-257
S1	112-231	112-231	112-260	112-236
S2	112-197	112-197	112-254
S3	112-139	112-173	112-249
S4	112-082	112-116	112-233

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	112-145	0-175	0.5%	0-080	0.2%	69%	False	False	1,328,090
10	113-000	111-278	1-042	1.0%	0-080	0.2%	85%	False	False	1,125,045
20	113-000	111-278	1-042	1.0%	0-081	0.2%	85%	False	False	1,100,708
40	113-000	111-265	1-055	1.0%	0-080	0.2%	85%	False	False	1,081,930
60	113-138	111-265	1-193	1.4%	0-073	0.2%	62%	False	False	1,002,869
80	113-198	111-265	1-253	1.6%	0-070	0.2%	56%	False	False	820,765
100	113-198	111-265	1-253	1.6%	0-063	0.2%	56%	False	False	656,724

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018

Fibonacci Retracements and Extensions
4.250	113-202
2.618	113-108
1.618	113-051
1.000	113-015
0.618	112-313
HIGH	112-278
0.618	112-256
0.500	112-249
0.382	112-242
LOW	112-220
0.618	112-184
1.000	112-162
1.618	112-127
2.618	112-069
4.250	111-296

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	112-260	112-270
PP	112-254	112-268
S1	112-249	112-267

Download as Excel Spreadsheet

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

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