ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 29-Oct-2018
Day Change Summary
Previous Current
26-Oct-2018 29-Oct-2018 Change Change % Previous Week
Open 112-173 112-220 0-047 0.1% 112-000
High 112-253 112-240 -0-013 0.0% 112-253
Low 112-145 112-150 0-005 0.0% 111-285
Close 112-215 112-198 -0-018 0.0% 112-215
Range 0-108 0-090 -0-018 -16.3% 0-288
ATR 0-084 0-084 0-000 0.5% 0-000
Volume 20,705 24,463 3,758 18.2% 91,385
Daily Pivots for day following 29-Oct-2018
Classic Woodie Camarilla DeMark
R4 113-146 113-102 112-247
R3 113-056 113-012 112-222
R2 112-286 112-286 112-214
R1 112-242 112-242 112-206 112-219
PP 112-196 112-196 112-196 112-184
S1 112-152 112-152 112-189 112-129
S2 112-106 112-106 112-181
S3 112-016 112-062 112-173
S4 111-246 111-292 112-148
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 115-047 114-258 113-053
R3 114-079 113-291 112-294
R2 113-112 113-112 112-268
R1 113-003 113-003 112-241 113-058
PP 112-144 112-144 112-144 112-171
S1 112-036 112-036 112-189 112-090
S2 111-177 111-177 112-162
S3 110-209 111-068 112-136
S4 109-242 110-101 112-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-253 111-302 0-270 0.7% 0-109 0.3% 80% False False 22,364
10 112-253 111-262 0-310 0.9% 0-083 0.2% 82% False False 14,477
20 112-253 111-210 1-042 1.0% 0-076 0.2% 85% False False 8,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-302
2.618 113-156
1.618 113-066
1.000 113-010
0.618 112-296
HIGH 112-240
0.618 112-206
0.500 112-195
0.382 112-184
LOW 112-150
0.618 112-094
1.000 112-060
1.618 112-004
2.618 111-234
4.250 111-088
Fisher Pivots for day following 29-Oct-2018
Pivot 1 day 3 day
R1 112-197 112-188
PP 112-196 112-179
S1 112-195 112-170

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

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