ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	112-275	112-258	-0-018	0.0%	112-020
High	112-302	112-258	-0-045	-0.1%	112-265
Low	112-245	112-200	-0-045	-0.1%	112-013
Close	112-275	112-245	-0-030	-0.1%	112-242
Range	0-058	0-058	0-000	0.0%	0-252
ATR	0-083	0-083	-0-001	-0.7%	0-000
Volume	213,836	454,663	240,827	112.6%	348,681

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-087	113-063	112-277
R3	113-029	113-006	112-261
R2	112-292	112-292	112-256
R1	112-268	112-268	112-250	112-251
PP	112-234	112-234	112-234	112-226
S1	112-211	112-211	112-240	112-194
S2	112-177	112-177	112-234
S3	112-119	112-153	112-229
S4	112-062	112-096	112-213

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	112-302	112-122	0-180	0.5%	0-081	0.2%	68%	False	False	203,834
10	112-302	111-242	1-060	1.1%	0-080	0.2%	85%	False	False	131,451
20	112-302	111-242	1-060	1.1%	0-080	0.2%	85%	False	False	76,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018

Fibonacci Retracements and Extensions
4.250	113-182
2.618	113-088
1.618	113-031
1.000	112-315
0.618	112-293
HIGH	112-258
0.618	112-236
0.500	112-229
0.382	112-222
LOW	112-200
0.618	112-164
1.000	112-142
1.618	112-107
2.618	112-049
4.250	111-276

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	112-240	112-251
PP	112-234	112-249
S1	112-229	112-247

Download as Excel Spreadsheet

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

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