ECBOT 5 Year T-Note Future June 2019

Trading Metrics calculated at close of trading on 18-Jan-2019

Day Change Summary
	Previous	Current
	17-Jan-2019	18-Jan-2019	Change	Change %	Previous Week
Open	114-198	114-100	-0-098	-0.3%	114-253
High	114-220	114-133	-0-087	-0.2%	114-280
Low	114-105	114-022	-0-082	-0.2%	114-022
Close	114-125	114-042	-0-082	-0.2%	114-042
Range	0-115	0-110	-0-005	-4.3%	0-258
ATR
Volume	14,322	19,562	5,240	36.6%	60,265

Daily Pivots for day following 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	115-076	115-009	114-103
R3	114-286	114-219	114-073
R2	114-176	114-176	114-063
R1	114-109	114-109	114-053	114-088
PP	114-066	114-066	114-066	114-055
S1	113-319	113-319	114-032	113-297
S2	113-276	113-276	114-022
S3	113-166	113-209	114-012
S4	113-056	113-099	113-302

Weekly Pivots for week ending 18-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	116-248	116-083	114-184
R3	115-310	115-145	114-113
R2	115-053	115-053	114-090
R1	114-207	114-207	114-066	114-161
PP	114-115	114-115	114-115	114-092
S1	113-270	113-270	114-019	113-224
S2	113-177	113-177	113-315
S3	112-240	113-012	113-292
S4	111-302	112-075	113-221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-280	114-022	0-258	0.7%	0-084	0.2%	8%	False	True	12,053
10	114-298	114-022	0-275	0.8%	0-088	0.2%	7%	False	True	6,814

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	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-280
2.618	115-101
1.618	114-311
1.000	114-243
0.618	114-201
HIGH	114-133
0.618	114-090
0.500	114-078
0.382	114-065
LOW	114-022
0.618	113-275
1.000	113-232
1.618	113-164
2.618	113-054
4.250	112-195

Fisher Pivots for day following 18-Jan-2019
Pivot	1 day	3 day
R1	114-078	114-121
PP	114-066	114-095
S1	114-054	114-069

Download as Excel Spreadsheet

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

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