ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	112-265	112-260	-0-005	0.0%	112-287
High	112-278	112-307	0-030	0.1%	113-000
Low	112-220	112-250	0-030	0.1%	112-220
Close	112-265	112-282	0-018	0.0%	112-282
Range	0-058	0-057	0-000	-0.1%	0-100
ATR	0-082	0-080	-0-002	-2.1%	0-000
Volume	1,352,226	854,299	-497,927	-36.8%	4,747,671

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-132	113-105	112-314
R3	113-075	113-047	112-298
R2	113-017	113-017	112-293
R1	112-310	112-310	112-288	113-004
PP	112-280	112-280	112-280	112-287
S1	112-253	112-253	112-277	112-266
S2	112-223	112-223	112-272
S3	112-165	112-195	112-267
S4	112-108	112-138	112-251

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-254	113-208	113-017
R3	113-154	113-108	112-310
R2	113-054	113-054	112-301
R1	113-008	113-008	112-292	112-301
PP	112-274	112-274	112-274	112-261
S1	112-228	112-228	112-273	112-201
S2	112-174	112-174	112-264
S3	112-074	112-128	112-255
S4	111-294	112-028	112-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-000	112-178	0-142	0.4%	0-071	0.2%	74%	False	False	1,230,278
10	113-000	111-287	1-033	1.0%	0-080	0.2%	89%	False	False	1,125,439
20	113-000	111-278	1-042	1.0%	0-079	0.2%	90%	False	False	1,089,720
40	113-000	111-265	1-055	1.0%	0-079	0.2%	90%	False	False	1,081,365
60	113-138	111-265	1-193	1.4%	0-073	0.2%	66%	False	False	995,741
80	113-198	111-265	1-253	1.6%	0-070	0.2%	59%	False	False	831,281
100	113-198	111-265	1-253	1.6%	0-063	0.2%	59%	False	False	665,267

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	113-232
2.618	113-138
1.618	113-080
1.000	113-045
0.618	113-023
HIGH	112-307
0.618	112-286
0.500	112-279
0.382	112-272
LOW	112-250
0.618	112-214
1.000	112-193
1.618	112-157
2.618	112-100
4.250	112-006

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	112-281	112-278
PP	112-280	112-274
S1	112-279	112-270

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