ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 03-Dec-2018
Day Change Summary
Previous Current
30-Nov-2018 03-Dec-2018 Change Change % Previous Week
Open 112-310 112-290 -0-020 -0.1% 112-262
High 113-035 113-027 -0-008 0.0% 113-045
Low 112-295 112-245 -0-050 -0.1% 112-222
Close 112-307 112-313 0-005 0.0% 112-307
Range 0-060 0-102 0-042 70.8% 0-142
ATR 0-076 0-078 0-002 2.4% 0-000
Volume 985,435 1,090,524 105,089 10.7% 8,761,194
Daily Pivots for day following 03-Dec-2018
Classic Woodie Camarilla DeMark
R4 113-289 113-243 113-049
R3 113-187 113-141 113-021
R2 113-084 113-084 113-011
R1 113-038 113-038 113-002 113-061
PP 112-302 112-302 112-302 112-313
S1 112-256 112-256 112-303 112-279
S2 112-199 112-199 112-294
S3 112-097 112-153 112-284
S4 111-314 112-051 112-256
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 114-086 114-019 113-066
R3 113-263 113-197 113-027
R2 113-121 113-121 113-014
R1 113-054 113-054 113-001 113-087
PP 112-298 112-298 112-298 112-315
S1 112-232 112-232 112-294 112-265
S2 112-156 112-156 112-281
S3 112-013 112-089 112-268
S4 111-191 111-267 112-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-045 112-230 0-135 0.4% 0-074 0.2% 61% False False 1,707,291
10 113-045 112-200 0-165 0.5% 0-068 0.2% 68% False False 1,103,709
20 113-045 111-242 1-122 1.2% 0-074 0.2% 88% False False 579,653
40 113-045 111-210 1-155 1.3% 0-075 0.2% 89% False False 295,827
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 0-020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114-143
2.618 113-296
1.618 113-193
1.000 113-130
0.618 113-091
HIGH 113-027
0.618 112-308
0.500 112-296
0.382 112-284
LOW 112-245
0.618 112-182
1.000 112-142
1.618 112-079
2.618 111-297
4.250 111-129
Fisher Pivots for day following 03-Dec-2018
Pivot 1 day 3 day
R1 112-307 112-310
PP 112-302 112-307
S1 112-296 112-305

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

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