ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 16-Oct-2018
Day Change Summary
Previous Current
15-Oct-2018 16-Oct-2018 Change Change % Previous Week
Open 112-020 112-002 -0-018 0.0% 111-270
High 112-020 112-033 0-013 0.0% 112-067
Low 112-020 112-002 -0-018 0.0% 111-210
Close 112-020 112-027 0-007 0.0% 112-058
Range 0-000 0-030 0-030 0-177
ATR
Volume 8,679 3,147 -5,532 -63.7% 8,527
Daily Pivots for day following 16-Oct-2018
Classic Woodie Camarilla DeMark
R4 112-111 112-099 112-044
R3 112-081 112-069 112-036
R2 112-051 112-051 112-033
R1 112-039 112-039 112-030 112-045
PP 112-021 112-021 112-021 112-024
S1 112-009 112-009 112-025 112-015
S2 111-311 111-311 112-022
S3 111-281 111-299 112-019
S4 111-251 111-269 112-011
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-217 113-155 112-155
R3 113-040 112-297 112-106
R2 112-182 112-182 112-090
R1 112-120 112-120 112-074 112-151
PP 112-005 112-005 112-005 112-021
S1 111-263 111-263 112-041 111-294
S2 111-148 111-148 112-025
S3 110-290 111-085 112-009
S4 110-113 110-228 111-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-067 111-230 0-157 0.4% 0-060 0.2% 75% False False 2,551
10 112-125 111-210 0-235 0.7% 0-069 0.2% 59% False False 2,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-160
2.618 112-111
1.618 112-081
1.000 112-063
0.618 112-051
HIGH 112-033
0.618 112-021
0.500 112-018
0.382 112-014
LOW 112-002
0.618 111-304
1.000 111-292
1.618 111-274
2.618 111-244
4.250 111-195
Fisher Pivots for day following 16-Oct-2018
Pivot 1 day 3 day
R1 112-024 112-029
PP 112-021 112-028
S1 112-018 112-028

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

View Archives - Comment on this page... - Back to Index of Symbols