ECBOT 5 Year T-Note Future June 2019

Trading Metrics calculated at close of trading on 23-Jan-2019

Day Change Summary
	Previous	Current
	22-Jan-2019	23-Jan-2019	Change	Change %	Previous Week
Open	114-102	114-098	-0-005	0.0%	114-253
High	114-133	114-118	-0-015	0.0%	114-280
Low	114-090	114-058	-0-033	-0.1%	114-022
Close	114-125	114-087	-0-038	-0.1%	114-042
Range	0-042	0-060	0-018	41.2%	0-258
ATR
Volume	11,526	16,331	4,805	41.7%	60,265

Daily Pivots for day following 23-Jan-2019
	Classic	Woodie	Camarilla	DeMark
R4	114-267	114-237	114-120
R3	114-207	114-177	114-104
R2	114-147	114-147	114-098
R1	114-117	114-117	114-093	114-102
PP	114-087	114-087	114-087	114-080
S1	114-057	114-057	114-082	114-042
S2	114-027	114-027	114-076
S3	113-287	113-317	114-071
S4	113-227	113-257	114-054

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	114-220	114-022	0-198	0.5%	0-074	0.2%	33%	False	False	14,194
10	114-280	114-022	0-258	0.7%	0-079	0.2%	25%	False	False	9,551

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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-053
2.618	114-275
1.618	114-215
1.000	114-178
0.618	114-155
HIGH	114-118
0.618	114-095
0.500	114-088
0.382	114-080
LOW	114-058
0.618	114-020
1.000	113-318
1.618	113-280
2.618	113-220
4.250	113-123

Fisher Pivots for day following 23-Jan-2019
Pivot	1 day	3 day
R1	114-088	114-084
PP	114-087	114-081
S1	114-087	114-078

Download as Excel Spreadsheet

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

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