ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 20-Dec-2018

Day Change Summary
	Previous	Current
	19-Dec-2018	20-Dec-2018	Change	Change %	Previous Week
Open	113-287	113-287	0-000	0.0%	113-227
High	114-022	114-002	-0-020	-0.1%	113-245
Low	113-225	113-255	0-030	0.1%	113-095
Close	113-310	113-273	-0-038	-0.1%	113-162
Range	0-118	0-067	-0-050	-42.6%	0-150
ATR	0-079	0-078	-0-001	-1.0%	0-000
Volume	21,730	676	-21,054	-96.9%	71,200

Daily Pivots for day following 20-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-166	114-127	113-310
R3	114-098	114-059	113-291
R2	114-031	114-031	113-285
R1	113-312	113-312	113-279	113-298
PP	113-283	113-283	113-283	113-276
S1	113-244	113-244	113-266	113-230
S2	113-216	113-216	113-260
S3	113-148	113-177	113-254
S4	113-081	113-109	113-235

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	113-142	0-200	0.5%	0-077	0.2%	65%	False	False	11,092
10	114-022	113-093	0-250	0.7%	0-074	0.2%	72%	False	False	15,294
20	114-022	112-235	1-107	1.2%	0-074	0.2%	84%	False	False	536,924
40	114-022	111-278	2-065	1.9%	0-077	0.2%	90%	False	False	818,816
60	114-022	111-265	2-078	2.0%	0-078	0.2%	90%	False	False	900,262
80	114-022	111-265	2-078	2.0%	0-073	0.2%	90%	False	False	886,383
100	114-022	111-265	2-078	2.0%	0-071	0.2%	90%	False	False	763,997
120	114-022	111-265	2-078	2.0%	0-065	0.2%	90%	False	False	636,758

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-289
2.618	114-179
1.618	114-112
1.000	114-070
0.618	114-044
HIGH	114-002
0.618	113-297
0.500	113-289
0.382	113-281
LOW	113-255
0.618	113-213
1.000	113-188
1.618	113-146
2.618	113-078
4.250	112-288

Fisher Pivots for day following 20-Dec-2018
Pivot	1 day	3 day
R1	113-289	113-275
PP	113-283	113-274
S1	113-278	113-273

Download as Excel Spreadsheet

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

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