ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 112-258 112-242 -0-015 0.0% 112-273
High 112-258 112-290 0-033 0.1% 112-302
Low 112-200 112-230 0-030 0.1% 112-200
Close 112-245 112-267 0-022 0.1% 112-267
Range 0-058 0-060 0-002 4.3% 0-102
ATR 0-083 0-081 -0-002 -2.0% 0-000
Volume 454,663 345,930 -108,733 -23.9% 1,185,377
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-123 113-095 112-300
R3 113-063 113-035 112-284
R2 113-003 113-003 112-278
R1 112-295 112-295 112-273 112-309
PP 112-263 112-263 112-263 112-269
S1 112-235 112-235 112-262 112-249
S2 112-203 112-203 112-256
S3 112-143 112-175 112-251
S4 112-083 112-115 112-234
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-244 113-198 113-004
R3 113-142 113-096 112-296
R2 113-039 113-039 112-286
R1 112-313 112-313 112-277 112-285
PP 112-257 112-257 112-257 112-242
S1 112-211 112-211 112-258 112-182
S2 112-154 112-154 112-249
S3 112-052 112-108 112-239
S4 111-269 112-006 112-211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-302 112-150 0-152 0.4% 0-073 0.2% 77% False False 257,382
10 112-302 111-250 1-052 1.0% 0-081 0.2% 91% False False 159,989
20 112-302 111-242 1-060 1.1% 0-079 0.2% 91% False False 93,228
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-225
2.618 113-127
1.618 113-067
1.000 113-030
0.618 113-007
HIGH 112-290
0.618 112-267
0.500 112-260
0.382 112-253
LOW 112-230
0.618 112-193
1.000 112-170
1.618 112-133
2.618 112-073
4.250 111-295
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 112-265 112-262
PP 112-263 112-257
S1 112-260 112-251

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

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