ECBOT 5 Year T-Note Future December 2018

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	113-285	114-007	0-042	0.1%	113-158
High	113-313	114-085	0-092	0.3%	114-022
Low	113-247	114-007	0-080	0.2%	113-150
Close	113-295	114-062	0-087	0.2%	113-295
Range	0-065	0-078	0-012	19.2%	0-192
ATR	0-077	0-080	0-002	3.0%	0-000
Volume	149	313	164	110.1%	47,394

Daily Pivots for day following 24-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	114-284	114-251	114-105
R3	114-207	114-173	114-084
R2	114-129	114-129	114-077
R1	114-096	114-096	114-070	114-112
PP	114-052	114-052	114-052	114-060
S1	114-018	114-018	114-055	114-035
S2	113-294	113-294	114-048
S3	113-217	113-261	114-041
S4	113-139	113-183	114-020

Weekly Pivots for week ending 21-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	115-200	115-120	114-081
R3	115-007	114-247	114-028
R2	114-135	114-135	114-010
R1	114-055	114-055	113-313	114-095
PP	113-263	113-263	113-263	113-283
S1	113-183	113-183	113-277	113-223
S2	113-070	113-070	113-260
S3	112-198	112-310	113-242
S4	112-005	112-118	113-189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-085	113-207	0-198	0.5%	0-080	0.2%	89%	True	False	6,162
10	114-085	113-095	0-310	0.8%	0-069	0.2%	93%	True	False	9,852
20	114-085	112-240	1-165	1.3%	0-075	0.2%	95%	True	False	399,711
40	114-085	111-278	2-127	2.1%	0-076	0.2%	97%	True	False	750,952
60	114-085	111-265	2-140	2.1%	0-078	0.2%	97%	True	False	869,325
80	114-085	111-265	2-140	2.1%	0-074	0.2%	97%	True	False	856,138
100	114-085	111-265	2-140	2.1%	0-071	0.2%	97%	True	False	763,737
120	114-085	111-265	2-140	2.1%	0-065	0.2%	97%	True	False	636,761

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	115-094
2.618	114-288
1.618	114-210
1.000	114-162
0.618	114-133
HIGH	114-085
0.618	114-055
0.500	114-046
0.382	114-037
LOW	114-007
0.618	113-280
1.000	113-250
1.618	113-202
2.618	113-125
4.250	112-318

Fisher Pivots for day following 24-Dec-2018
Pivot	1 day	3 day
R1	114-057	114-044
PP	114-052	114-025
S1	114-046	114-006

Download as Excel Spreadsheet

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

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