ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 19-Nov-2018
Day Change Summary
Previous Current
16-Nov-2018 19-Nov-2018 Change Change % Previous Week
Open 112-165 112-273 0-108 0.3% 112-020
High 112-265 112-302 0-038 0.1% 112-265
Low 112-150 112-225 0-075 0.2% 112-013
Close 112-242 112-285 0-042 0.1% 112-242
Range 0-115 0-078 -0-037 -32.6% 0-252
ATR 0-086 0-085 -0-001 -0.7% 0-000
Volume 101,535 170,948 69,413 68.4% 348,681
Daily Pivots for day following 19-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-183 113-152 113-008
R3 113-106 113-074 112-306
R2 113-028 113-028 112-299
R1 112-317 112-317 112-292 113-012
PP 112-271 112-271 112-271 112-279
S1 112-239 112-239 112-278 112-255
S2 112-193 112-193 112-271
S3 112-116 112-162 112-264
S4 112-038 112-084 112-242
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
5 112-302 112-042 0-260 0.7% 0-096 0.3% 93% True False 102,271
10 112-302 111-242 1-060 1.1% 0-085 0.2% 95% True False 69,395
20 112-302 111-242 1-060 1.1% 0-087 0.2% 95% True False 45,839
Crabel Price Patterns
NR True
NR4 True
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 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-312
2.618 113-185
1.618 113-108
1.000 113-060
0.618 113-030
HIGH 112-302
0.618 112-273
0.500 112-264
0.382 112-255
LOW 112-225
0.618 112-177
1.000 112-147
1.618 112-100
2.618 112-022
4.250 111-216
Fisher Pivots for day following 19-Nov-2018
Pivot 1 day 3 day
R1 112-278 112-261
PP 112-271 112-237
S1 112-264 112-212

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

View Archives - Comment on this page... - Back to Index of Symbols