ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 04-Dec-2018
Day Change Summary
Previous Current
03-Dec-2018 04-Dec-2018 Change Change % Previous Week
Open 112-290 113-025 0-055 0.2% 112-262
High 113-027 113-095 0-068 0.2% 113-045
Low 112-245 112-318 0-073 0.2% 112-222
Close 112-313 113-050 0-058 0.2% 112-307
Range 0-102 0-098 -0-005 -4.9% 0-142
ATR 0-078 0-080 0-002 2.2% 0-000
Volume 1,090,524 2,145 -1,088,379 -99.8% 8,761,194
Daily Pivots for day following 04-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-020 113-293 113-104
R3 113-243 113-195 113-077
R2 113-145 113-145 113-068
R1 113-098 113-098 113-059 113-121
PP 113-048 113-048 113-048 113-059
S1 113-000 113-000 113-041 113-024
S2 112-270 112-270 113-032
S3 112-173 112-223 113-023
S4 112-075 112-125 112-316
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
5 113-095 112-230 0-185 0.5% 0-085 0.2% 76% True False 1,268,268
10 113-095 112-200 0-215 0.6% 0-070 0.2% 79% True False 1,086,829
20 113-095 111-242 1-173 1.4% 0-077 0.2% 91% True False 578,112
40 113-095 111-230 1-185 1.4% 0-076 0.2% 91% True False 295,881
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-189
2.618 114-030
1.618 113-253
1.000 113-193
0.618 113-155
HIGH 113-095
0.618 113-058
0.500 113-046
0.382 113-035
LOW 112-318
0.618 112-257
1.000 112-220
1.618 112-160
2.618 112-062
4.250 111-223
Fisher Pivots for day following 04-Dec-2018
Pivot 1 day 3 day
R1 113-049 113-037
PP 113-048 113-023
S1 113-046 113-010

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

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