ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 19-Dec-2018

Day Change Summary
	Previous	Current
	18-Dec-2018	19-Dec-2018	Change	Change %	Previous Week
Open	113-238	113-287	0-050	0.1%	113-227
High	113-278	114-022	0-065	0.2%	113-245
Low	113-207	113-225	0-018	0.0%	113-095
Close	113-267	113-310	0-043	0.1%	113-162
Range	0-070	0-118	0-047	67.8%	0-150
ATR	0-076	0-079	0-003	3.9%	0-000
Volume	7,943	21,730	13,787	173.6%	71,200

Daily Pivots for day following 19-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-005	114-275	114-055
R3	114-208	114-158	114-022
R2	114-090	114-090	114-012
R1	114-040	114-040	114-001	114-065
PP	113-293	113-293	113-293	113-305
S1	113-243	113-243	113-299	113-268
S2	113-175	113-175	113-288
S3	113-057	113-125	113-278
S4	112-260	113-007	113-245

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	114-022	113-098	0-245	0.7%	0-072	0.2%	87%	True	False	11,859
10	114-022	113-038	0-305	0.8%	0-085	0.2%	89%	True	False	20,962
20	114-022	112-220	1-122	1.2%	0-074	0.2%	93%	True	False	604,502
40	114-022	111-278	2-065	1.9%	0-079	0.2%	95%	True	False	858,302
60	114-022	111-265	2-078	2.0%	0-078	0.2%	95%	True	False	914,732
80	114-022	111-265	2-078	2.0%	0-073	0.2%	95%	True	False	912,546
100	114-022	111-265	2-078	2.0%	0-070	0.2%	95%	True	False	764,028
120	114-022	111-265	2-078	2.0%	0-065	0.2%	95%	True	False	636,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	115-202
2.618	115-010
1.618	114-213
1.000	114-140
0.618	114-095
HIGH	114-022
0.618	113-298
0.500	113-284
0.382	113-270
LOW	113-225
0.618	113-152
1.000	113-107
1.618	113-035
2.618	112-237
4.250	112-046

Fisher Pivots for day following 19-Dec-2018
Pivot	1 day	3 day
R1	113-301	113-289
PP	113-293	113-268
S1	113-284	113-246

Download as Excel Spreadsheet

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

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