ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 26-Oct-2018

Day Change Summary
	Previous	Current
	25-Oct-2018	26-Oct-2018	Change	Change %	Previous Week
Open	112-130	112-173	0-042	0.1%	112-000
High	112-173	112-253	0-080	0.2%	112-253
Low	112-087	112-145	0-058	0.2%	111-285
Close	112-102	112-215	0-113	0.3%	112-215
Range	0-085	0-108	0-022	26.5%	0-288
ATR	0-079	0-084	0-005	6.5%	0-000
Volume	6,531	20,705	14,174	217.0%	91,385

Daily Pivots for day following 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-207	113-158	112-274
R3	113-099	113-051	112-245
R2	112-312	112-312	112-235
R1	112-263	112-263	112-225	112-288
PP	112-204	112-204	112-204	112-216
S1	112-156	112-156	112-205	112-180
S2	112-097	112-097	112-195
S3	111-309	112-048	112-185
S4	111-202	111-261	112-156

Weekly Pivots for week ending 26-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-047	114-258	113-053
R3	114-079	113-291	112-294
R2	113-112	113-112	112-268
R1	113-003	113-003	112-241	113-058
PP	112-144	112-144	112-144	112-171
S1	112-036	112-036	112-189	112-090
S2	111-177	111-177	112-162
S3	110-209	111-068	112-136
S4	109-242	110-101	112-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-253	111-285	0-288	0.8%	0-099	0.3%	87%	True	False	18,277
10	112-253	111-262	0-310	0.9%	0-074	0.2%	88%	True	False	12,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-069
2.618	113-214
1.618	113-106
1.000	113-040
0.618	112-319
HIGH	112-253
0.618	112-211
0.500	112-199
0.382	112-186
LOW	112-145
0.618	112-079
1.000	112-037
1.618	111-291
2.618	111-184
4.250	111-008

Fisher Pivots for day following 26-Oct-2018
Pivot	1 day	3 day
R1	112-210	112-192
PP	112-204	112-168
S1	112-199	112-145

Download as Excel Spreadsheet

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

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