ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 17-Dec-2018

Day Change Summary
	Previous	Current
	14-Dec-2018	17-Dec-2018	Change	Change %	Previous Week
Open	113-138	113-178	0-040	0.1%	113-238
High	113-218	113-245	0-027	0.1%	113-265
Low	113-135	113-160	0-025	0.1%	113-113
Close	113-178	113-227	0-050	0.1%	113-178
Range	0-082	0-085	0-002	3.0%	0-152
ATR	0-080	0-081	0-000	0.4%	0-000
Volume	814,362	705,318	-109,044	-13.4%	5,153,253

Daily Pivots for day following 17-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-146	114-112	113-274
R3	114-061	114-027	113-251
R2	113-296	113-296	113-243
R1	113-262	113-262	113-235	113-279
PP	113-211	113-211	113-211	113-219
S1	113-177	113-177	113-220	113-194
S2	113-126	113-126	113-212
S3	113-041	113-092	113-204
S4	112-276	113-007	113-181

Weekly Pivots for week ending 14-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-002	114-242	113-261
R3	114-170	114-090	113-219
R2	114-017	114-017	113-205
R1	113-257	113-257	113-191	113-221
PP	113-185	113-185	113-185	113-167
S1	113-105	113-105	113-164	113-069
S2	113-033	113-033	113-150
S3	112-200	112-273	113-136
S4	112-048	112-120	113-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-245	113-113	0-132	0.4%	0-071	0.2%	87%	True	False	903,182
10	113-265	112-318	0-267	0.7%	0-084	0.2%	86%	False	False	930,268
20	113-265	112-200	1-065	1.1%	0-076	0.2%	90%	False	False	1,016,988
40	113-265	111-242	2-022	1.8%	0-081	0.2%	94%	False	False	527,241

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-286
2.618	114-148
1.618	114-063
1.000	114-010
0.618	113-298
HIGH	113-245
0.618	113-213
0.500	113-202
0.382	113-192
LOW	113-160
0.618	113-107
1.000	113-075
1.618	113-022
2.618	112-257
4.250	112-119

Fisher Pivots for day following 17-Dec-2018
Pivot	1 day	3 day
R1	113-219	113-211
PP	113-211	113-195
S1	113-202	113-179

Download as Excel Spreadsheet

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

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