ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	112-290	113-025	0-055	0.2%	112-262
High	113-027	113-095	0-068	0.2%	113-045
Low	112-245	112-318	0-073	0.2%	112-222
Close	112-313	113-050	0-058	0.2%	112-307
Range	0-102	0-098	-0-005	-4.9%	0-142
ATR	0-078	0-080	0-002	2.2%	0-000
Volume	1,090,524	2,145	-1,088,379	-99.8%	8,761,194

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-020	113-293	113-104
R3	113-243	113-195	113-077
R2	113-145	113-145	113-068
R1	113-098	113-098	113-059	113-121
PP	113-048	113-048	113-048	113-059
S1	113-000	113-000	113-041	113-024
S2	112-270	112-270	113-032
S3	112-173	112-223	113-023
S4	112-075	112-125	112-316

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	113-095	112-230	0-185	0.5%	0-085	0.2%	76%	True	False	1,268,268
10	113-095	112-200	0-215	0.6%	0-070	0.2%	79%	True	False	1,086,829
20	113-095	111-242	1-173	1.4%	0-077	0.2%	91%	True	False	578,112
40	113-095	111-230	1-185	1.4%	0-076	0.2%	91%	True	False	295,881

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-189
2.618	114-030
1.618	113-253
1.000	113-193
0.618	113-155
HIGH	113-095
0.618	113-058
0.500	113-046
0.382	113-035
LOW	112-318
0.618	112-257
1.000	112-220
1.618	112-160
2.618	112-062
4.250	111-223

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	113-049	113-037
PP	113-048	113-023
S1	113-046	113-010

Download as Excel Spreadsheet

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

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