ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 24-Oct-2018
Day Change Summary
Previous Current
23-Oct-2018 24-Oct-2018 Change Change % Previous Week
Open 112-053 112-113 0-060 0.2% 112-020
High 112-113 112-170 0-058 0.2% 112-042
Low 111-302 112-038 0-055 0.2% 111-262
Close 112-045 112-122 0-078 0.2% 111-293
Range 0-130 0-133 0-002 1.9% 0-100
ATR 0-074 0-078 0-004 5.6% 0-000
Volume 25,880 34,244 8,364 32.3% 37,604
Daily Pivots for day following 24-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-188 113-128 112-195
R3 113-055 112-315 112-159
R2 112-243 112-243 112-147
R1 112-183 112-183 112-135 112-213
PP 112-110 112-110 112-110 112-125
S1 112-050 112-050 112-110 112-080
S2 111-297 111-297 112-098
S3 111-165 111-237 112-086
S4 111-032 111-105 112-050
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 112-286 112-229 112-028
R3 112-186 112-129 112-000
R2 112-086 112-086 111-311
R1 112-029 112-029 111-302 112-008
PP 111-306 111-306 111-306 111-295
S1 111-249 111-249 111-283 111-228
S2 111-206 111-206 111-274
S3 111-106 111-149 111-265
S4 111-006 111-049 111-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-170 111-262 0-228 0.6% 0-089 0.2% 79% True False 16,238
10 112-170 111-262 0-228 0.6% 0-070 0.2% 79% True False 10,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 114-093
2.618 113-197
1.618 113-064
1.000 112-303
0.618 112-252
HIGH 112-170
0.618 112-119
0.500 112-104
0.382 112-088
LOW 112-038
0.618 111-276
1.000 111-225
1.618 111-143
2.618 111-011
4.250 110-114
Fisher Pivots for day following 24-Oct-2018
Pivot 1 day 3 day
R1 112-116 112-104
PP 112-110 112-086
S1 112-104 112-068

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

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