ECBOT 5 Year T-Note Future March 2019

Trading Metrics calculated at close of trading on 24-Dec-2018

Day Change Summary
	Previous	Current
	21-Dec-2018	24-Dec-2018	Change	Change %	Previous Week
Open	113-260	114-013	0-073	0.2%	113-178
High	114-018	114-113	0-095	0.3%	114-047
Low	113-250	114-005	0-075	0.2%	113-160
Close	113-313	114-082	0-090	0.2%	113-313
Range	0-087	0-108	0-020	22.9%	0-207
ATR	0-084	0-087	0-003	3.1%	0-000
Volume	938,296	410,976	-527,320	-56.2%	5,584,842

Daily Pivots for day following 24-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-069	115-023	114-142
R3	114-282	114-236	114-112
R2	114-174	114-174	114-102
R1	114-128	114-128	114-092	114-151
PP	114-067	114-067	114-067	114-078
S1	114-021	114-021	114-073	114-044
S2	113-279	113-279	114-063
S3	113-172	113-233	114-053
S4	113-064	113-126	114-023

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-262	115-175	114-107
R3	115-055	114-287	114-050
R2	114-167	114-167	114-031
R1	114-080	114-080	114-012	114-124
PP	113-280	113-280	113-280	113-302
S1	113-193	113-193	113-293	113-236
S2	113-073	113-073	113-274
S3	112-185	112-305	113-255
S4	111-298	112-098	113-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-113	113-220	0-213	0.6%	0-097	0.3%	86%	True	False	1,058,100
10	114-113	113-113	1-000	0.9%	0-084	0.2%	91%	True	False	980,641
20	114-113	112-230	1-202	1.4%	0-085	0.2%	94%	True	False	1,156,481
40	114-113	111-242	2-190	2.3%	0-081	0.2%	96%	True	False	657,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-249
2.618	115-074
1.618	114-286
1.000	114-220
0.618	114-179
HIGH	114-113
0.618	114-071
0.500	114-059
0.382	114-046
LOW	114-005
0.618	113-259
1.000	113-217
1.618	113-151
2.618	113-044
4.250	112-188

Fisher Pivots for day following 24-Dec-2018
Pivot	1 day	3 day
R1	114-075	114-062
PP	114-067	114-042
S1	114-059	114-021

Download as Excel Spreadsheet

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

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