ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 113-050 113-060 0-010 0.0% 112-262
High 113-050 113-240 0-190 0.5% 113-045
Low 113-050 113-045 -0-005 0.0% 112-222
Close 113-050 113-135 0-085 0.2% 112-307
Range 0-000 0-195 0-195 0-142
ATR 0-074 0-083 0-009 11.6% 0-000
Volume 2,145 1,995,985 1,993,840 92,952.9% 8,761,194
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 115-085 114-305 113-242
R3 114-210 114-110 113-189
R2 114-015 114-015 113-171
R1 113-235 113-235 113-153 113-285
PP 113-140 113-140 113-140 113-165
S1 113-040 113-040 113-117 113-090
S2 112-265 112-265 113-099
S3 112-070 112-165 113-081
S4 111-195 111-290 113-028
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
5 113-240 112-245 0-315 0.9% 0-091 0.3% 67% True False 815,246
10 113-240 112-222 1-018 0.9% 0-078 0.2% 69% True False 1,219,792
20 113-240 111-242 1-318 1.8% 0-079 0.2% 84% True False 675,622
40 113-240 111-242 1-318 1.8% 0-077 0.2% 84% True False 345,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 116-109
2.618 115-111
1.618 114-236
1.000 114-115
0.618 114-041
HIGH 113-240
0.618 113-166
0.500 113-142
0.382 113-119
LOW 113-045
0.618 112-244
1.000 112-170
1.618 112-049
2.618 111-174
4.250 110-176
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 113-142 113-130
PP 113-140 113-124
S1 113-138 113-119

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

View Archives - Comment on this page... - Back to Index of Symbols