ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 112-273 112-275 0-002 0.0% 112-020
High 112-302 112-302 0-000 0.0% 112-265
Low 112-225 112-245 0-020 0.1% 112-013
Close 112-285 112-275 -0-010 0.0% 112-242
Range 0-078 0-058 -0-020 -25.8% 0-252
ATR 0-085 0-083 -0-002 -2.3% 0-000
Volume 170,948 213,836 42,888 25.1% 348,681
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-127 113-098 112-307
R3 113-069 113-041 112-291
R2 113-012 113-012 112-286
R1 112-303 112-303 112-280 112-304
PP 112-274 112-274 112-274 112-274
S1 112-246 112-246 112-270 112-246
S2 112-217 112-217 112-264
S3 112-159 112-188 112-259
S4 112-102 112-131 112-243
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
5 112-302 112-067 0-235 0.7% 0-095 0.3% 88% True False 132,860
10 112-302 111-242 1-060 1.1% 0-084 0.2% 93% True False 89,150
20 112-302 111-242 1-060 1.1% 0-084 0.2% 93% True False 55,237
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113-227
2.618 113-133
1.618 113-076
1.000 113-040
0.618 113-018
HIGH 112-302
0.618 112-281
0.500 112-274
0.382 112-267
LOW 112-245
0.618 112-209
1.000 112-187
1.618 112-152
2.618 112-094
4.250 112-001
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 112-275 112-259
PP 112-274 112-243
S1 112-274 112-226

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

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