ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 16-Nov-2018

Day Change Summary
	Previous	Current
	15-Nov-2018	16-Nov-2018	Change	Change %	Previous Week
Open	112-138	112-165	0-027	0.1%	112-020
High	112-220	112-265	0-045	0.1%	112-265
Low	112-122	112-150	0-028	0.1%	112-013
Close	112-160	112-242	0-082	0.2%	112-242
Range	0-098	0-115	0-017	17.9%	0-252
ATR	0-084	0-086	0-002	2.7%	0-000
Volume	78,188	101,535	23,347	29.9%	348,681

Daily Pivots for day following 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-244	113-198	112-306
R3	113-129	113-083	112-274
R2	113-014	113-014	112-264
R1	112-288	112-288	112-253	112-311
PP	112-219	112-219	112-219	112-231
S1	112-173	112-173	112-232	112-196
S2	112-104	112-104	112-221
S3	111-309	112-058	112-211
S4	111-194	111-263	112-179

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-291	114-199	113-061
R3	114-038	113-267	112-312
R2	113-106	113-106	112-289
R1	113-014	113-014	112-266	113-060
PP	112-173	112-173	112-173	112-196
S1	112-082	112-082	112-219	112-128
S2	111-241	111-241	112-196
S3	110-308	111-149	112-173
S4	110-056	110-217	112-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-265	112-013	0-252	0.7%	0-093	0.3%	91%	True	False	69,736
10	112-265	111-242	1-022	0.9%	0-080	0.2%	93%	True	False	55,597
20	112-265	111-242	1-022	0.9%	0-085	0.2%	93%	True	False	37,493

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-114
2.618	113-246
1.618	113-131
1.000	113-060
0.618	113-016
HIGH	112-265
0.618	112-221
0.500	112-208
0.382	112-194
LOW	112-150
0.618	112-079
1.000	112-035
1.618	111-284
2.618	111-169
4.250	110-301

Fisher Pivots for day following 16-Nov-2018
Pivot	1 day	3 day
R1	112-231	112-217
PP	112-219	112-192
S1	112-208	112-166

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols