ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 29-Nov-2018

Day Change Summary
	Previous	Current
	28-Nov-2018	29-Nov-2018	Change	Change %	Previous Week
Open	112-250	112-290	0-040	0.1%	112-273
High	112-305	113-045	0-060	0.2%	112-302
Low	112-230	112-275	0-045	0.1%	112-200
Close	112-295	112-298	0-002	0.0%	112-267
Range	0-075	0-090	0-015	20.0%	0-102
ATR	0-077	0-078	0-001	1.2%	0-000
Volume	2,469,834	1,793,403	-676,431	-27.4%	1,185,377

Daily Pivots for day following 29-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-262	113-210	113-027
R3	113-172	113-120	113-002
R2	113-082	113-082	112-314
R1	113-030	113-030	112-306	113-056
PP	112-313	112-313	112-313	113-006
S1	112-260	112-260	112-289	112-286
S2	112-223	112-223	112-281
S3	112-133	112-170	112-273
S4	112-043	112-080	112-248

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	113-045	112-222	0-142	0.4%	0-065	0.2%	53%	True	False	1,624,337
10	113-045	112-122	0-242	0.7%	0-073	0.2%	72%	True	False	914,085
20	113-045	111-242	1-122	1.2%	0-076	0.2%	85%	True	False	477,853
40	113-045	111-210	1-155	1.3%	0-074	0.2%	86%	True	False	244,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	114-107
2.618	113-281
1.618	113-191
1.000	113-135
0.618	113-101
HIGH	113-045
0.618	113-011
0.500	113-000
0.382	112-309
LOW	112-275
0.618	112-219
1.000	112-185
1.618	112-129
2.618	112-039
4.250	111-213

Fisher Pivots for day following 29-Nov-2018
Pivot	1 day	3 day
R1	113-000	112-298
PP	112-313	112-298
S1	112-305	112-298

Download as Excel Spreadsheet

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

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