ECBOT 10 Year T-Note Future March 2019

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

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	117-175	117-310	0-135	0.4%	117-270
High	117-310	118-080	0-090	0.2%	118-005
Low	117-165	117-285	0-120	0.3%	117-150
Close	117-290	118-055	0-085	0.2%	117-290
Range	0-145	0-115	-0-030	-20.7%	0-175
ATR	0-131	0-130	-0-001	-0.9%	0-000
Volume	23,501	7,307	-16,194	-68.9%	128,344

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	119-058	119-012	118-118
R3	118-263	118-217	118-087
R2	118-148	118-148	118-076
R1	118-102	118-102	118-066	118-125
PP	118-033	118-033	118-033	118-045
S1	117-307	117-307	118-044	118-010
S2	117-238	117-238	118-034
S3	117-123	117-192	118-023
S4	117-008	117-077	117-312

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	119-140	119-070	118-066
R3	118-285	118-215	118-018
R2	118-110	118-110	118-002
R1	118-040	118-040	117-306	118-075
PP	117-255	117-255	117-255	117-273
S1	117-185	117-185	117-274	117-220
S2	117-080	117-080	117-258
S3	116-225	117-010	117-242
S4	116-050	116-155	117-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-080	117-150	0-250	0.7%	0-125	0.3%	90%	True	False	22,302
10	118-240	117-150	1-090	1.1%	0-120	0.3%	55%	False	False	21,788
20	118-310	117-150	1-160	1.3%	0-126	0.3%	47%	False	False	14,140
40	118-310	117-055	1-255	1.5%	0-114	0.3%	56%	False	False	7,979

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-249
2.618	119-061
1.618	118-266
1.000	118-195
0.618	118-151
HIGH	118-080
0.618	118-036
0.500	118-022
0.382	118-009
LOW	117-285
0.618	117-214
1.000	117-170
1.618	117-099
2.618	116-304
4.250	116-116

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	118-044	118-022
PP	118-033	117-308
S1	118-022	117-275

Download as Excel Spreadsheet

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

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