ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 15-Nov-2018

Day Change Summary
	Previous	Current
	14-Nov-2018	15-Nov-2018	Change	Change %	Previous Week
Open	112-095	112-138	0-042	0.1%	112-022
High	112-195	112-220	0-025	0.1%	112-050
Low	112-067	112-122	0-055	0.2%	111-242
Close	112-145	112-160	0-015	0.0%	112-002
Range	0-128	0-098	-0-030	-23.5%	0-128
ATR	0-082	0-084	0-001	1.3%	0-000
Volume	99,794	78,188	-21,606	-21.7%	207,292

Daily Pivots for day following 15-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-140	113-088	112-214
R3	113-043	112-310	112-187
R2	112-265	112-265	112-178
R1	112-213	112-213	112-169	112-239
PP	112-167	112-167	112-167	112-181
S1	112-115	112-115	112-151	112-141
S2	112-070	112-070	112-142
S3	111-292	112-017	112-133
S4	111-195	111-240	112-106

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-054	112-316	112-073
R3	112-247	112-188	112-038
R2	112-119	112-119	112-026
R1	112-061	112-061	112-014	112-026
PP	111-312	111-312	111-312	111-294
S1	111-253	111-253	111-311	111-219
S2	111-184	111-184	111-299
S3	111-057	111-126	111-287
S4	110-249	110-318	111-252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-220	111-250	0-290	0.8%	0-088	0.2%	79%	True	False	62,595
10	112-220	111-242	0-298	0.8%	0-083	0.2%	80%	True	False	47,601
20	112-253	111-242	1-010	0.9%	0-082	0.2%	72%	False	False	32,536

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-314
2.618	113-155
1.618	113-058
1.000	112-318
0.618	112-280
HIGH	112-220
0.618	112-183
0.500	112-171
0.382	112-160
LOW	112-122
0.618	112-062
1.000	112-025
1.618	111-285
2.618	111-187
4.250	111-028

Fisher Pivots for day following 15-Nov-2018
Pivot	1 day	3 day
R1	112-171	112-150
PP	112-167	112-141
S1	112-164	112-131

Download as Excel Spreadsheet

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

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