ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 17-Dec-2018

Day Change Summary
	Previous	Current
	14-Dec-2018	17-Dec-2018	Change	Change %	Previous Week
Open	113-145	113-158	0-013	0.0%	113-227
High	113-198	113-227	0-030	0.1%	113-245
Low	113-142	113-150	0-008	0.0%	113-095
Close	113-162	113-215	0-053	0.1%	113-162
Range	0-055	0-077	0-022	40.8%	0-150
ATR	0-076	0-076	0-000	0.1%	0-000
Volume	8,219	16,896	8,677	105.6%	71,200

Daily Pivots for day following 17-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-110	114-080	113-258
R3	114-032	114-002	113-236
R2	113-275	113-275	113-229
R1	113-245	113-245	113-222	113-260
PP	113-198	113-198	113-198	113-205
S1	113-168	113-168	113-208	113-183
S2	113-120	113-120	113-201
S3	113-043	113-090	113-194
S4	112-285	113-013	113-172

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-297	114-220	113-245
R3	114-147	114-070	113-204
R2	113-317	113-317	113-190
R1	113-240	113-240	113-176	113-204
PP	113-167	113-167	113-167	113-149
S1	113-090	113-090	113-149	113-054
S2	113-018	113-018	113-135
S3	112-188	112-260	113-121
S4	112-038	112-110	113-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-227	113-095	0-132	0.4%	0-059	0.2%	91%	True	False	13,543
10	113-245	113-000	0-245	0.7%	0-075	0.2%	88%	False	False	18,714
20	113-245	112-220	1-025	0.9%	0-071	0.2%	91%	False	False	730,075
40	113-245	111-278	1-287	1.7%	0-079	0.2%	95%	False	False	909,912
60	113-245	111-265	1-300	1.7%	0-076	0.2%	95%	False	False	938,750
80	113-245	111-265	1-300	1.7%	0-072	0.2%	95%	False	False	933,086
100	113-245	111-265	1-300	1.7%	0-069	0.2%	95%	False	False	763,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114-237
2.618	114-110
1.618	114-033
1.000	113-305
0.618	113-275
HIGH	113-227
0.618	113-198
0.500	113-189
0.382	113-180
LOW	113-150
0.618	113-102
1.000	113-073
1.618	113-025
2.618	112-267
4.250	112-141

Fisher Pivots for day following 17-Dec-2018
Pivot	1 day	3 day
R1	113-206	113-198
PP	113-198	113-180
S1	113-189	113-162

Download as Excel Spreadsheet

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

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