ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 112-062 112-095 0-033 0.1% 112-022
High 112-102 112-195 0-093 0.3% 112-050
Low 112-042 112-067 0-025 0.1% 111-242
Close 112-090 112-145 0-055 0.2% 112-002
Range 0-060 0-128 0-068 112.5% 0-128
ATR 0-079 0-082 0-003 4.4% 0-000
Volume 60,894 99,794 38,900 63.9% 207,292
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-198 113-139 112-215
R3 113-071 113-012 112-180
R2 112-263 112-263 112-168
R1 112-204 112-204 112-157 112-234
PP 112-136 112-136 112-136 112-151
S1 112-077 112-077 112-133 112-106
S2 112-008 112-008 112-122
S3 111-201 111-269 112-110
S4 111-073 111-142 112-075
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
5 112-195 111-242 0-273 0.8% 0-079 0.2% 82% True False 59,069
10 112-195 111-242 0-273 0.8% 0-079 0.2% 82% True False 41,621
20 112-253 111-242 1-010 0.9% 0-082 0.2% 67% False False 29,359
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 0-013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114-097
2.618 113-209
1.618 113-081
1.000 113-003
0.618 112-274
HIGH 112-195
0.618 112-146
0.500 112-131
0.382 112-116
LOW 112-067
0.618 111-309
1.000 111-260
1.618 111-181
2.618 111-054
4.250 110-166
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 112-140 112-131
PP 112-136 112-118
S1 112-131 112-104

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

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