ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 19-Dec-2018

Day Change Summary
	Previous	Current
	18-Dec-2018	19-Dec-2018	Change	Change %	Previous Week
Open	113-227	113-295	0-068	0.2%	113-238
High	113-295	114-047	0-072	0.2%	113-265
Low	113-220	113-222	0-002	0.0%	113-113
Close	113-280	114-002	0-042	0.1%	113-178
Range	0-075	0-145	0-070	93.3%	0-152
ATR	0-080	0-085	0-005	5.8%	0-000
Volume	1,036,227	1,472,023	435,796	42.1%	5,153,253

Daily Pivots for day following 19-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-099	115-036	114-082
R3	114-274	114-211	114-042
R2	114-129	114-129	114-029
R1	114-066	114-066	114-016	114-097
PP	113-304	113-304	113-304	114-000
S1	113-241	113-241	113-309	113-272
S2	113-159	113-159	113-296
S3	113-014	113-096	113-283
S4	112-189	112-271	113-243

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	114-047	113-113	0-255	0.7%	0-086	0.2%	82%	True	False	987,156
10	114-047	113-045	1-002	0.9%	0-096	0.3%	86%	True	False	1,180,664
20	114-047	112-200	1-167	1.3%	0-080	0.2%	91%	True	False	1,123,162
40	114-047	111-242	2-125	2.1%	0-082	0.2%	94%	True	False	589,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	116-024
2.618	115-107
1.618	114-282
1.000	114-192
0.618	114-137
HIGH	114-047
0.618	113-312
0.500	113-295
0.382	113-278
LOW	113-222
0.618	113-133
1.000	113-078
1.618	112-308
2.618	112-163
4.250	111-246

Fisher Pivots for day following 19-Dec-2018
Pivot	1 day	3 day
R1	113-313	113-303
PP	113-304	113-283
S1	113-295	113-264

Download as Excel Spreadsheet

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

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