ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 12-Nov-2018
Day Change Summary
Previous Current
09-Nov-2018 12-Nov-2018 Change Change % Previous Week
Open 111-265 112-020 0-075 0.2% 112-022
High 112-018 112-080 0-062 0.2% 112-050
Low 111-250 112-013 0-082 0.2% 111-242
Close 112-002 112-067 0-065 0.2% 112-002
Range 0-087 0-067 -0-020 -22.9% 0-128
ATR 0-081 0-080 0-000 -0.3% 0-000
Volume 65,833 8,270 -57,563 -87.4% 207,292
Daily Pivots for day following 12-Nov-2018
Classic Woodie Camarilla DeMark
R4 112-256 112-229 112-105
R3 112-188 112-162 112-086
R2 112-121 112-121 112-080
R1 112-094 112-094 112-074 112-107
PP 112-053 112-053 112-053 112-060
S1 112-027 112-027 112-061 112-040
S2 111-306 111-306 112-055
S3 111-238 111-279 112-049
S4 111-171 111-212 112-030
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-054 112-316 112-073
R3 112-247 112-188 112-038
R2 112-119 112-119 112-026
R1 112-061 112-061 112-014 112-026
PP 111-312 111-312 111-312 111-294
S1 111-253 111-253 111-311 111-219
S2 111-184 111-184 111-299
S3 111-057 111-126 111-287
S4 110-249 110-318 111-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-080 111-242 0-158 0.4% 0-074 0.2% 92% True False 36,518
10 112-200 111-242 0-278 0.8% 0-072 0.2% 52% False False 29,361
20 112-253 111-242 1-010 0.9% 0-078 0.2% 44% False False 21,919
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-047
2.618 112-257
1.618 112-189
1.000 112-147
0.618 112-122
HIGH 112-080
0.618 112-054
0.500 112-046
0.382 112-038
LOW 112-013
0.618 111-291
1.000 111-265
1.618 111-223
2.618 111-156
4.250 111-046
Fisher Pivots for day following 12-Nov-2018
Pivot 1 day 3 day
R1 112-060 112-045
PP 112-053 112-023
S1 112-046 112-001

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

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