ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 10-Dec-2018

Day Change Summary
	Previous	Current
	07-Dec-2018	10-Dec-2018	Change	Change %	Previous Week
Open	113-133	113-238	0-105	0.3%	112-290
High	113-230	113-265	0-035	0.1%	113-240
Low	113-110	113-190	0-080	0.2%	112-245
Close	113-222	113-205	-0-018	0.0%	113-222
Range	0-120	0-075	-0-045	-37.5%	0-315
ATR	0-086	0-085	-0-001	-0.9%	0-000
Volume	1,443,835	1,342,661	-101,174	-7.0%	4,534,634

Daily Pivots for day following 10-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-125	114-080	113-246
R3	114-050	114-005	113-226
R2	113-295	113-295	113-219
R1	113-250	113-250	113-212	113-235
PP	113-220	113-220	113-220	113-213
S1	113-175	113-175	113-198	113-160
S2	113-145	113-145	113-191
S3	113-070	113-100	113-184
S4	112-315	113-025	113-164

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	113-265	112-318	0-267	0.7%	0-097	0.3%	78%	True	False	957,354
10	113-265	112-230	1-035	1.0%	0-086	0.2%	83%	True	False	1,332,322
20	113-265	112-013	1-252	1.6%	0-082	0.2%	90%	True	False	808,627
40	113-265	111-242	2-022	1.8%	0-078	0.2%	91%	True	False	415,283

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	True
Stretch	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-264
2.618	114-141
1.618	114-066
1.000	114-020
0.618	113-311
HIGH	113-265
0.618	113-236
0.500	113-228
0.382	113-219
LOW	113-190
0.618	113-144
1.000	113-115
1.618	113-069
2.618	112-314
4.250	112-191

Fisher Pivots for day following 10-Dec-2018
Pivot	1 day	3 day
R1	113-228	113-188
PP	113-220	113-172
S1	113-212	113-155

Download as Excel Spreadsheet

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

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