ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 12-Dec-2018

Day Change Summary
	Previous	Current
	11-Dec-2018	12-Dec-2018	Change	Change %	Previous Week
Open	113-180	113-130	-0-050	-0.1%	112-298
High	113-195	113-145	-0-050	-0.1%	113-220
Low	113-120	113-095	-0-025	-0.1%	112-253
Close	113-140	113-110	-0-030	-0.1%	113-207
Range	0-075	0-050	-0-025	-33.4%	0-287
ATR	0-082	0-079	-0-002	-2.8%	0-000
Volume	32,986	5,107	-27,879	-84.5%	236,398

Daily Pivots for day following 12-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-267	113-238	113-138
R3	113-217	113-188	113-124
R2	113-167	113-167	113-119
R1	113-138	113-138	113-115	113-128
PP	113-117	113-117	113-117	113-111
S1	113-088	113-088	113-105	113-078
S2	113-067	113-067	113-101
S3	113-017	113-038	113-096
S4	112-287	112-308	113-083

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-022	115-242	114-046
R3	115-055	114-275	113-287
R2	114-087	114-087	113-260
R1	113-307	113-307	113-234	114-037
PP	113-120	113-120	113-120	113-145
S1	113-020	113-020	113-181	113-070
S2	112-153	112-153	113-155
S3	111-185	112-053	113-128
S4	110-218	111-085	113-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-245	113-038	0-207	0.6%	0-099	0.3%	35%	False	False	30,066
10	113-245	112-253	0-312	0.9%	0-082	0.2%	57%	False	False	213,773
20	113-245	112-098	1-147	1.3%	0-079	0.2%	71%	False	False	938,816
40	113-245	111-278	1-287	1.7%	0-080	0.2%	78%	False	False	980,775
60	113-245	111-265	1-300	1.7%	0-076	0.2%	78%	False	False	976,198
80	113-245	111-265	1-300	1.7%	0-072	0.2%	78%	False	False	948,142
100	113-245	111-265	1-300	1.7%	0-069	0.2%	78%	False	False	763,496

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-037
2.618	113-276
1.618	113-226
1.000	113-195
0.618	113-176
HIGH	113-145
0.618	113-126
0.500	113-120
0.382	113-114
LOW	113-095
0.618	113-064
1.000	113-045
1.618	113-014
2.618	112-284
4.250	112-203

Fisher Pivots for day following 12-Dec-2018
Pivot	1 day	3 day
R1	113-120	113-170
PP	113-117	113-150
S1	113-113	113-130

Download as Excel Spreadsheet

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

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