ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 03-Dec-2018

Day Change Summary
	Previous	Current
	30-Nov-2018	03-Dec-2018	Change	Change %	Previous Week
Open	112-310	112-290	-0-020	-0.1%	112-262
High	113-035	113-027	-0-008	0.0%	113-045
Low	112-295	112-245	-0-050	-0.1%	112-222
Close	112-307	112-313	0-005	0.0%	112-307
Range	0-060	0-102	0-042	70.8%	0-142
ATR	0-076	0-078	0-002	2.4%	0-000
Volume	985,435	1,090,524	105,089	10.7%	8,761,194

Daily Pivots for day following 03-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	113-289	113-243	113-049
R3	113-187	113-141	113-021
R2	113-084	113-084	113-011
R1	113-038	113-038	113-002	113-061
PP	112-302	112-302	112-302	112-313
S1	112-256	112-256	112-303	112-279
S2	112-199	112-199	112-294
S3	112-097	112-153	112-284
S4	111-314	112-051	112-256

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-086	114-019	113-066
R3	113-263	113-197	113-027
R2	113-121	113-121	113-014
R1	113-054	113-054	113-001	113-087
PP	112-298	112-298	112-298	112-315
S1	112-232	112-232	112-294	112-265
S2	112-156	112-156	112-281
S3	112-013	112-089	112-268
S4	111-191	111-267	112-229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-045	112-230	0-135	0.4%	0-074	0.2%	61%	False	False	1,707,291
10	113-045	112-200	0-165	0.5%	0-068	0.2%	68%	False	False	1,103,709
20	113-045	111-242	1-122	1.2%	0-074	0.2%	88%	False	False	579,653
40	113-045	111-210	1-155	1.3%	0-075	0.2%	89%	False	False	295,827

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	0-020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	114-143
2.618	113-296
1.618	113-193
1.000	113-130
0.618	113-091
HIGH	113-027
0.618	112-308
0.500	112-296
0.382	112-284
LOW	112-245
0.618	112-182
1.000	112-142
1.618	112-079
2.618	111-297
4.250	111-129

Fisher Pivots for day following 03-Dec-2018
Pivot	1 day	3 day
R1	112-307	112-310
PP	112-302	112-307
S1	112-296	112-305

Download as Excel Spreadsheet

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

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