ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 01-Nov-2018

Day Change Summary
	Previous	Current
	31-Oct-2018	01-Nov-2018	Change	Change %	Previous Week
Open	112-135	112-090	-0-045	-0.1%	112-000
High	112-138	112-135	-0-002	0.0%	112-253
Low	112-073	112-080	0-007	0.0%	111-285
Close	112-090	112-122	0-032	0.1%	112-215
Range	0-065	0-055	-0-010	-15.4%	0-288
ATR	0-083	0-081	-0-002	-2.4%	0-000
Volume	23,083	18,388	-4,695	-20.3%	91,385

Daily Pivots for day following 01-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	112-278	112-255	112-153
R3	112-223	112-200	112-138
R2	112-168	112-168	112-133
R1	112-145	112-145	112-128	112-156
PP	112-113	112-113	112-113	112-118
S1	112-090	112-090	112-117	112-101
S2	112-057	112-057	112-112
S3	112-002	112-035	112-107
S4	111-267	111-300	112-092

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	112-073	0-180	0.5%	0-076	0.2%	28%	False	False	20,329
10	112-253	111-285	0-288	0.8%	0-081	0.2%	55%	False	False	17,471
20	112-253	111-210	1-042	1.0%	0-073	0.2%	64%	False	False	11,070

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-023
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	113-049
2.618	112-279
1.618	112-224
1.000	112-190
0.618	112-169
HIGH	112-135
0.618	112-114
0.500	112-108
0.382	112-101
LOW	112-080
0.618	112-046
1.000	112-025
1.618	111-311
2.618	111-256
4.250	111-166

Fisher Pivots for day following 01-Nov-2018
Pivot	1 day	3 day
R1	112-117	112-136
PP	112-113	112-132
S1	112-108	112-127

Download as Excel Spreadsheet

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

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