ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 28-Nov-2018

Day Change Summary
	Previous	Current
	27-Nov-2018	28-Nov-2018	Change	Change %	Previous Week
Open	112-270	112-262	-0-008	0.0%	112-287
High	112-290	112-315	0-025	0.1%	113-000
Low	112-242	112-240	-0-002	0.0%	112-220
Close	112-273	112-305	0-032	0.1%	112-282
Range	0-048	0-075	0-027	57.8%	0-100
ATR	0-077	0-076	0-000	-0.1%	0-000
Volume	2,873,491	2,922,573	49,082	1.7%	4,747,671

Daily Pivots for day following 28-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-192	113-163	113-026
R3	113-117	113-088	113-006
R2	113-042	113-042	112-319
R1	113-013	113-013	112-312	113-028
PP	112-287	112-287	112-287	112-294
S1	112-258	112-258	112-298	112-272
S2	112-212	112-212	112-291
S3	112-137	112-183	112-284
S4	112-062	112-108	112-264

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	112-315	112-220	0-095	0.3%	0-060	0.2%	89%	True	False	1,978,602
10	113-000	112-098	0-222	0.6%	0-076	0.2%	93%	False	False	1,663,860
20	113-000	111-278	1-042	1.0%	0-075	0.2%	96%	False	False	1,284,636
40	113-000	111-265	1-055	1.0%	0-080	0.2%	96%	False	False	1,210,349
60	113-127	111-265	1-182	1.4%	0-073	0.2%	72%	False	False	1,073,525
80	113-198	111-265	1-253	1.6%	0-070	0.2%	63%	False	False	926,344
100	113-198	111-265	1-253	1.6%	0-064	0.2%	63%	False	False	742,132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113-314
2.618	113-191
1.618	113-116
1.000	113-070
0.618	113-041
HIGH	112-315
0.618	112-286
0.500	112-278
0.382	112-269
LOW	112-240
0.618	112-194
1.000	112-165
1.618	112-119
2.618	112-044
4.250	111-241

Fisher Pivots for day following 28-Nov-2018
Pivot	1 day	3 day
R1	112-296	112-295
PP	112-287	112-285
S1	112-278	112-275

Download as Excel Spreadsheet

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

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