ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	112-258	112-242	-0-015	0.0%	112-273
High	112-258	112-290	0-033	0.1%	112-302
Low	112-200	112-230	0-030	0.1%	112-200
Close	112-245	112-267	0-022	0.1%	112-267
Range	0-058	0-060	0-002	4.3%	0-102
ATR	0-083	0-081	-0-002	-2.0%	0-000
Volume	454,663	345,930	-108,733	-23.9%	1,185,377

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-123	113-095	112-300
R3	113-063	113-035	112-284
R2	113-003	113-003	112-278
R1	112-295	112-295	112-273	112-309
PP	112-263	112-263	112-263	112-269
S1	112-235	112-235	112-262	112-249
S2	112-203	112-203	112-256
S3	112-143	112-175	112-251
S4	112-083	112-115	112-234

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-244	113-198	113-004
R3	113-142	113-096	112-296
R2	113-039	113-039	112-286
R1	112-313	112-313	112-277	112-285
PP	112-257	112-257	112-257	112-242
S1	112-211	112-211	112-258	112-182
S2	112-154	112-154	112-249
S3	112-052	112-108	112-239
S4	111-269	112-006	112-211

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-302	112-150	0-152	0.4%	0-073	0.2%	77%	False	False	257,382
10	112-302	111-250	1-052	1.0%	0-081	0.2%	91%	False	False	159,989
20	112-302	111-242	1-060	1.1%	0-079	0.2%	91%	False	False	93,228

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-225
2.618	113-127
1.618	113-067
1.000	113-030
0.618	113-007
HIGH	112-290
0.618	112-267
0.500	112-260
0.382	112-253
LOW	112-230
0.618	112-193
1.000	112-170
1.618	112-133
2.618	112-073
4.250	111-295

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	112-265	112-262
PP	112-263	112-257
S1	112-260	112-251

Download as Excel Spreadsheet

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

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