ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 112-095 112-138 0-042 0.1% 112-022
High 112-195 112-220 0-025 0.1% 112-050
Low 112-067 112-122 0-055 0.2% 111-242
Close 112-145 112-160 0-015 0.0% 112-002
Range 0-128 0-098 -0-030 -23.5% 0-128
ATR 0-082 0-084 0-001 1.3% 0-000
Volume 99,794 78,188 -21,606 -21.7% 207,292
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-140 113-088 112-214
R3 113-043 112-310 112-187
R2 112-265 112-265 112-178
R1 112-213 112-213 112-169 112-239
PP 112-167 112-167 112-167 112-181
S1 112-115 112-115 112-151 112-141
S2 112-070 112-070 112-142
S3 111-292 112-017 112-133
S4 111-195 111-240 112-106
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
5 112-220 111-250 0-290 0.8% 0-088 0.2% 79% True False 62,595
10 112-220 111-242 0-298 0.8% 0-083 0.2% 80% True False 47,601
20 112-253 111-242 1-010 0.9% 0-082 0.2% 72% False False 32,536
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-314
2.618 113-155
1.618 113-058
1.000 112-318
0.618 112-280
HIGH 112-220
0.618 112-183
0.500 112-171
0.382 112-160
LOW 112-122
0.618 112-062
1.000 112-025
1.618 111-285
2.618 111-187
4.250 111-028
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 112-171 112-150
PP 112-167 112-141
S1 112-164 112-131

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

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