ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 06-Dec-2018

Day Change Summary
	Previous	Current
	05-Dec-2018	06-Dec-2018	Change	Change %	Previous Week
Open	113-050	113-060	0-010	0.0%	112-262
High	113-050	113-240	0-190	0.5%	113-045
Low	113-050	113-045	-0-005	0.0%	112-222
Close	113-050	113-135	0-085	0.2%	112-307
Range	0-000	0-195	0-195		0-142
ATR	0-074	0-083	0-009	11.6%	0-000
Volume	2,145	1,995,985	1,993,840	92,952.9%	8,761,194

Daily Pivots for day following 06-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-085	114-305	113-242
R3	114-210	114-110	113-189
R2	114-015	114-015	113-171
R1	113-235	113-235	113-153	113-285
PP	113-140	113-140	113-140	113-165
S1	113-040	113-040	113-117	113-090
S2	112-265	112-265	113-099
S3	112-070	112-165	113-081
S4	111-195	111-290	113-028

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	113-240	112-245	0-315	0.9%	0-091	0.3%	67%	True	False	815,246
10	113-240	112-222	1-018	0.9%	0-078	0.2%	69%	True	False	1,219,792
20	113-240	111-242	1-318	1.8%	0-079	0.2%	84%	True	False	675,622
40	113-240	111-242	1-318	1.8%	0-077	0.2%	84%	True	False	345,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	116-109
2.618	115-111
1.618	114-236
1.000	114-115
0.618	114-041
HIGH	113-240
0.618	113-166
0.500	113-142
0.382	113-119
LOW	113-045
0.618	112-244
1.000	112-170
1.618	112-049
2.618	111-174
4.250	110-176

Fisher Pivots for day following 06-Dec-2018
Pivot	1 day	3 day
R1	113-142	113-130
PP	113-140	113-124
S1	113-138	113-119

Download as Excel Spreadsheet

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

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