ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 16-Nov-2018
Day Change Summary
Previous Current
15-Nov-2018 16-Nov-2018 Change Change % Previous Week
Open 112-138 112-165 0-027 0.1% 112-020
High 112-220 112-265 0-045 0.1% 112-265
Low 112-122 112-150 0-028 0.1% 112-013
Close 112-160 112-242 0-082 0.2% 112-242
Range 0-098 0-115 0-017 17.9% 0-252
ATR 0-084 0-086 0-002 2.7% 0-000
Volume 78,188 101,535 23,347 29.9% 348,681
Daily Pivots for day following 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-244 113-198 112-306
R3 113-129 113-083 112-274
R2 113-014 113-014 112-264
R1 112-288 112-288 112-253 112-311
PP 112-219 112-219 112-219 112-231
S1 112-173 112-173 112-232 112-196
S2 112-104 112-104 112-221
S3 111-309 112-058 112-211
S4 111-194 111-263 112-179
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-291 114-199 113-061
R3 114-038 113-267 112-312
R2 113-106 113-106 112-289
R1 113-014 113-014 112-266 113-060
PP 112-173 112-173 112-173 112-196
S1 112-082 112-082 112-219 112-128
S2 111-241 111-241 112-196
S3 110-308 111-149 112-173
S4 110-056 110-217 112-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-265 112-013 0-252 0.7% 0-093 0.3% 91% True False 69,736
10 112-265 111-242 1-022 0.9% 0-080 0.2% 93% True False 55,597
20 112-265 111-242 1-022 0.9% 0-085 0.2% 93% True False 37,493
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-114
2.618 113-246
1.618 113-131
1.000 113-060
0.618 113-016
HIGH 112-265
0.618 112-221
0.500 112-208
0.382 112-194
LOW 112-150
0.618 112-079
1.000 112-035
1.618 111-284
2.618 111-169
4.250 110-301
Fisher Pivots for day following 16-Nov-2018
Pivot 1 day 3 day
R1 112-231 112-217
PP 112-219 112-192
S1 112-208 112-166

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

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