ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 112-242 112-262 0-020 0.1% 112-273
High 112-290 112-280 -0-010 0.0% 112-302
Low 112-230 112-222 -0-008 0.0% 112-200
Close 112-267 112-233 -0-035 -0.1% 112-267
Range 0-060 0-058 -0-002 -4.2% 0-102
ATR 0-081 0-079 -0-002 -2.1% 0-000
Volume 345,930 1,315,261 969,331 280.2% 1,185,377
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-098 113-063 112-264
R3 113-040 113-005 112-248
R2 112-303 112-303 112-243
R1 112-268 112-268 112-238 112-256
PP 112-245 112-245 112-245 112-239
S1 112-210 112-210 112-227 112-199
S2 112-187 112-187 112-222
S3 112-130 112-153 112-217
S4 112-072 112-095 112-201
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
5 112-302 112-200 0-102 0.3% 0-062 0.2% 32% False False 500,127
10 112-302 112-013 0-290 0.8% 0-078 0.2% 76% False False 284,931
20 112-302 111-242 1-060 1.1% 0-076 0.2% 82% False False 157,956
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-204
2.618 113-111
1.618 113-053
1.000 113-018
0.618 112-316
HIGH 112-280
0.618 112-258
0.500 112-251
0.382 112-244
LOW 112-222
0.618 112-187
1.000 112-165
1.618 112-129
2.618 112-072
4.250 111-298
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 112-251 112-245
PP 112-245 112-241
S1 112-239 112-237

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

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