ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 29-Oct-2018

Day Change Summary
	Previous	Current
	26-Oct-2018	29-Oct-2018	Change	Change %	Previous Week
Open	112-173	112-220	0-047	0.1%	112-000
High	112-253	112-240	-0-013	0.0%	112-253
Low	112-145	112-150	0-005	0.0%	111-285
Close	112-215	112-198	-0-018	0.0%	112-215
Range	0-108	0-090	-0-018	-16.3%	0-288
ATR	0-084	0-084	0-000	0.5%	0-000
Volume	20,705	24,463	3,758	18.2%	91,385

Daily Pivots for day following 29-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-146	113-102	112-247
R3	113-056	113-012	112-222
R2	112-286	112-286	112-214
R1	112-242	112-242	112-206	112-219
PP	112-196	112-196	112-196	112-184
S1	112-152	112-152	112-189	112-129
S2	112-106	112-106	112-181
S3	112-016	112-062	112-173
S4	111-246	111-292	112-148

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	111-302	0-270	0.7%	0-109	0.3%	80%	False	False	22,364
10	112-253	111-262	0-310	0.9%	0-083	0.2%	82%	False	False	14,477
20	112-253	111-210	1-042	1.0%	0-076	0.2%	85%	False	False	8,314

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-302
2.618	113-156
1.618	113-066
1.000	113-010
0.618	112-296
HIGH	112-240
0.618	112-206
0.500	112-195
0.382	112-184
LOW	112-150
0.618	112-094
1.000	112-060
1.618	112-004
2.618	111-234
4.250	111-088

Fisher Pivots for day following 29-Oct-2018
Pivot	1 day	3 day
R1	112-197	112-188
PP	112-196	112-179
S1	112-195	112-170

Download as Excel Spreadsheet

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

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