ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 05-Nov-2018
Day Change Summary
Previous Current
02-Nov-2018 05-Nov-2018 Change Change % Previous Week
Open 112-140 112-022 -0-118 -0.3% 112-220
High 112-142 112-050 -0-092 -0.3% 112-240
Low 112-000 112-018 0-018 0.0% 112-000
Close 112-010 112-027 0-017 0.0% 112-010
Range 0-142 0-033 -0-110 -77.2% 0-240
ATR 0-085 0-082 -0-003 -3.8% 0-000
Volume 21,574 32,969 11,395 52.8% 102,516
Daily Pivots for day following 05-Nov-2018
Classic Woodie Camarilla DeMark
R4 112-129 112-111 112-045
R3 112-097 112-078 112-036
R2 112-064 112-064 112-033
R1 112-046 112-046 112-030 112-055
PP 112-032 112-032 112-032 112-036
S1 112-013 112-013 112-025 112-022
S2 111-319 111-319 112-022
S3 111-287 111-301 112-019
S4 111-254 111-268 112-010
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-163 114-007 112-142
R3 113-243 113-087 112-076
R2 113-003 113-003 112-054
R1 112-167 112-167 112-032 112-125
PP 112-083 112-083 112-083 112-063
S1 111-247 111-247 111-308 111-205
S2 111-163 111-163 111-286
S3 110-243 111-007 111-264
S4 110-003 110-087 111-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-200 112-000 0-200 0.6% 0-071 0.2% 14% False False 22,204
10 112-253 111-302 0-270 0.8% 0-090 0.3% 17% False False 22,284
20 112-253 111-230 1-022 1.0% 0-075 0.2% 34% False False 13,649
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 112-188
2.618 112-135
1.618 112-103
1.000 112-083
0.618 112-070
HIGH 112-050
0.618 112-038
0.500 112-034
0.382 112-030
LOW 112-018
0.618 111-317
1.000 111-305
1.618 111-285
2.618 111-252
4.250 111-199
Fisher Pivots for day following 05-Nov-2018
Pivot 1 day 3 day
R1 112-034 112-071
PP 112-032 112-057
S1 112-030 112-042

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

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