ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 29-Nov-2018
Day Change Summary
Previous Current
28-Nov-2018 29-Nov-2018 Change Change % Previous Week
Open 112-250 112-290 0-040 0.1% 112-273
High 112-305 113-045 0-060 0.2% 112-302
Low 112-230 112-275 0-045 0.1% 112-200
Close 112-295 112-298 0-002 0.0% 112-267
Range 0-075 0-090 0-015 20.0% 0-102
ATR 0-077 0-078 0-001 1.2% 0-000
Volume 2,469,834 1,793,403 -676,431 -27.4% 1,185,377
Daily Pivots for day following 29-Nov-2018
Classic Woodie Camarilla DeMark
R4 113-262 113-210 113-027
R3 113-172 113-120 113-002
R2 113-082 113-082 112-314
R1 113-030 113-030 112-306 113-056
PP 112-313 112-313 112-313 113-006
S1 112-260 112-260 112-289 112-286
S2 112-223 112-223 112-281
S3 112-133 112-170 112-273
S4 112-043 112-080 112-248
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
5 113-045 112-222 0-142 0.4% 0-065 0.2% 53% True False 1,624,337
10 113-045 112-122 0-242 0.7% 0-073 0.2% 72% True False 914,085
20 113-045 111-242 1-122 1.2% 0-076 0.2% 85% True False 477,853
40 113-045 111-210 1-155 1.3% 0-074 0.2% 86% True False 244,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114-107
2.618 113-281
1.618 113-191
1.000 113-135
0.618 113-101
HIGH 113-045
0.618 113-011
0.500 113-000
0.382 112-309
LOW 112-275
0.618 112-219
1.000 112-185
1.618 112-129
2.618 112-039
4.250 111-213
Fisher Pivots for day following 29-Nov-2018
Pivot 1 day 3 day
R1 113-000 112-298
PP 112-313 112-298
S1 112-305 112-298

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

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