ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 06-Nov-2018
Day Change Summary
Previous Current
05-Nov-2018 06-Nov-2018 Change Change % Previous Week
Open 112-022 112-038 0-015 0.0% 112-220
High 112-050 112-040 -0-010 0.0% 112-240
Low 112-018 111-298 -0-040 -0.1% 112-000
Close 112-027 111-313 -0-035 -0.1% 112-010
Range 0-033 0-062 0-030 92.2% 0-240
ATR 0-082 0-081 -0-001 -1.7% 0-000
Volume 32,969 16,285 -16,684 -50.6% 102,516
Daily Pivots for day following 06-Nov-2018
Classic Woodie Camarilla DeMark
R4 112-191 112-154 112-027
R3 112-128 112-092 112-010
R2 112-066 112-066 112-004
R1 112-029 112-029 111-318 112-016
PP 112-003 112-003 112-003 111-317
S1 111-287 111-287 111-307 111-274
S2 111-261 111-261 111-301
S3 111-198 111-224 111-295
S4 111-136 111-162 111-278
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
5 112-142 111-298 0-165 0.5% 0-072 0.2% 9% False True 22,459
10 112-253 111-298 0-275 0.8% 0-083 0.2% 5% False True 21,325
20 112-253 111-230 1-022 1.0% 0-076 0.2% 24% False False 14,084
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 2 trading days
Fibonacci Retracements and Extensions
4.250 112-306
2.618 112-204
1.618 112-141
1.000 112-102
0.618 112-079
HIGH 112-040
0.618 112-016
0.500 112-009
0.382 112-001
LOW 111-298
0.618 111-259
1.000 111-235
1.618 111-196
2.618 111-134
4.250 111-032
Fisher Pivots for day following 06-Nov-2018
Pivot 1 day 3 day
R1 112-009 112-060
PP 112-003 112-038
S1 111-318 112-015

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

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