ECBOT 5 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 21-Dec-2018

Day Change Summary
	Previous	Current
	20-Dec-2018	21-Dec-2018	Change	Change %	Previous Week
Open	113-287	113-285	-0-002	0.0%	113-158
High	114-002	113-313	-0-010	0.0%	114-022
Low	113-255	113-247	-0-008	0.0%	113-150
Close	113-273	113-295	0-022	0.1%	113-295
Range	0-067	0-065	-0-002	-3.7%	0-192
ATR	0-078	0-077	-0-001	-1.2%	0-000
Volume	676	149	-527	-78.0%	47,394

Daily Pivots for day following 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-160	114-133	114-011
R3	114-095	114-068	113-313
R2	114-030	114-030	113-307
R1	114-003	114-003	113-301	114-016
PP	113-285	113-285	113-285	113-292
S1	113-257	113-257	113-289	113-271
S2	113-220	113-220	113-283
S3	113-155	113-192	113-277
S4	113-090	113-127	113-259

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-200	115-120	114-081
R3	115-007	114-247	114-028
R2	114-135	114-135	114-010
R1	114-055	114-055	113-313	114-095
PP	113-263	113-263	113-263	113-283
S1	113-183	113-183	113-277	113-223
S2	113-070	113-070	113-260
S3	112-198	112-310	113-242
S4	112-005	112-118	113-189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-022	113-150	0-192	0.5%	0-080	0.2%	75%	False	False	9,478
10	114-022	113-095	0-247	0.7%	0-069	0.2%	81%	False	False	11,859
20	114-022	112-235	1-107	1.2%	0-075	0.2%	89%	False	False	494,217
40	114-022	111-278	2-065	1.9%	0-077	0.2%	93%	False	False	791,968
60	114-022	111-265	2-078	2.0%	0-078	0.2%	93%	False	False	885,649
80	114-022	111-265	2-078	2.0%	0-073	0.2%	93%	False	False	870,360
100	114-022	111-265	2-078	2.0%	0-071	0.2%	93%	False	False	763,868
120	114-022	111-265	2-078	2.0%	0-065	0.2%	93%	False	False	636,759

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	0-020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-269
2.618	114-163
1.618	114-098
1.000	114-058
0.618	114-033
HIGH	113-313
0.618	113-288
0.500	113-280
0.382	113-272
LOW	113-247
0.618	113-207
1.000	113-182
1.618	113-142
2.618	113-077
4.250	112-291

Fisher Pivots for day following 21-Dec-2018
Pivot	1 day	3 day
R1	113-290	113-291
PP	113-285	113-287
S1	113-280	113-284

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols