ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 07-Dec-2018

Day Change Summary
	Previous	Current
	06-Dec-2018	07-Dec-2018	Change	Change %	Previous Week
Open	113-060	113-133	0-073	0.2%	112-290
High	113-240	113-230	-0-010	0.0%	113-240
Low	113-045	113-110	0-065	0.2%	112-245
Close	113-135	113-222	0-087	0.2%	113-222
Range	0-195	0-120	-0-075	-38.5%	0-315
ATR	0-083	0-086	0-003	3.2%	0-000
Volume	1,995,985	1,443,835	-552,150	-27.7%	4,534,634

Daily Pivots for day following 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-228	114-185	113-288
R3	114-108	114-065	113-255
R2	113-308	113-308	113-244
R1	113-265	113-265	113-233	113-286
PP	113-188	113-188	113-188	113-198
S1	113-145	113-145	113-211	113-166
S2	113-068	113-068	113-200
S3	112-268	113-025	113-189
S4	112-148	112-225	113-156

Weekly Pivots for week ending 07-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	116-114	116-003	114-076
R3	115-119	115-008	113-309
R2	114-124	114-124	113-280
R1	114-013	114-013	113-251	114-069
PP	113-129	113-129	113-129	113-157
S1	113-018	113-018	113-194	113-074
S2	112-134	112-134	113-165
S3	111-139	112-023	113-136
S4	110-144	111-028	113-049

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%	0-103	0.3%	94%	False	False	906,926
10	113-240	112-222	1-018	0.9%	0-084	0.2%	95%	False	False	1,329,582
20	113-240	111-250	1-310	1.7%	0-082	0.2%	97%	False	False	744,785
40	113-240	111-242	1-318	1.8%	0-078	0.2%	97%	False	False	381,728

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	115-100
2.618	114-224
1.618	114-104
1.000	114-030
0.618	113-304
HIGH	113-230
0.618	113-184
0.500	113-170
0.382	113-156
LOW	113-110
0.618	113-036
1.000	112-310
1.618	112-236
2.618	112-116
4.250	111-240

Fisher Pivots for day following 07-Dec-2018
Pivot	1 day	3 day
R1	113-205	113-196
PP	113-188	113-169
S1	113-170	113-142

Download as Excel Spreadsheet

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

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