ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	112-298	113-022	0-045	0.1%	112-287
High	113-025	113-085	0-060	0.2%	113-053
Low	112-253	113-000	0-067	0.2%	112-235
Close	112-318	113-040	0-042	0.1%	112-313
Range	0-092	0-085	-0-007	-8.1%	0-138
ATR	0-077	0-078	0-001	1.0%	0-000
Volume	137,346	3,596	-133,750	-97.4%	9,529,350

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-297	113-253	113-087
R3	113-212	113-168	113-063
R2	113-127	113-127	113-056
R1	113-083	113-083	113-048	113-105
PP	113-042	113-042	113-042	113-052
S1	112-318	112-318	113-032	113-020
S2	112-277	112-277	113-024
S3	112-192	112-233	113-017
S4	112-107	112-148	112-313

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-079	114-013	113-068
R3	113-262	113-196	113-030
R2	113-124	113-124	113-018
R1	113-058	113-058	113-005	113-091
PP	112-307	112-307	112-307	113-003
S1	112-241	112-241	112-300	112-274
S2	112-169	112-169	112-287
S3	112-032	112-103	112-275
S4	111-214	111-286	112-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-085	112-240	0-165	0.5%	0-080	0.2%	73%	True	False	981,275
10	113-085	112-220	0-185	0.5%	0-068	0.2%	76%	True	False	1,329,518
20	113-085	111-278	1-127	1.2%	0-077	0.2%	90%	True	False	1,184,804
40	113-085	111-278	1-127	1.2%	0-079	0.2%	90%	True	False	1,150,707
60	113-085	111-265	1-140	1.3%	0-074	0.2%	90%	True	False	1,052,660
80	113-198	111-265	1-253	1.6%	0-071	0.2%	72%	False	False	949,463
100	113-198	111-265	1-253	1.6%	0-067	0.2%	72%	False	False	761,970

Crabel Price Patterns
NR	True
NR4	False
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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-126
2.618	113-308
1.618	113-223
1.000	113-170
0.618	113-138
HIGH	113-085
0.618	113-053
0.500	113-042
0.382	113-032
LOW	113-000
0.618	112-267
1.000	112-235
1.618	112-182
2.618	112-097
4.250	111-279

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	113-042	113-030
PP	113-042	113-019
S1	113-041	113-009

Download as Excel Spreadsheet

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

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