ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 07-Dec-2018
Day Change Summary
Previous Current
06-Dec-2018 07-Dec-2018 Change Change % Previous Week
Open 113-060 113-133 0-073 0.2% 112-290
High 113-240 113-230 -0-010 0.0% 113-240
Low 113-045 113-110 0-065 0.2% 112-245
Close 113-135 113-222 0-087 0.2% 113-222
Range 0-195 0-120 -0-075 -38.5% 0-315
ATR 0-083 0-086 0-003 3.2% 0-000
Volume 1,995,985 1,443,835 -552,150 -27.7% 4,534,634
Daily Pivots for day following 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-228 114-185 113-288
R3 114-108 114-065 113-255
R2 113-308 113-308 113-244
R1 113-265 113-265 113-233 113-286
PP 113-188 113-188 113-188 113-198
S1 113-145 113-145 113-211 113-166
S2 113-068 113-068 113-200
S3 112-268 113-025 113-189
S4 112-148 112-225 113-156
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 116-114 116-003 114-076
R3 115-119 115-008 113-309
R2 114-124 114-124 113-280
R1 114-013 114-013 113-251 114-069
PP 113-129 113-129 113-129 113-157
S1 113-018 113-018 113-194 113-074
S2 112-134 112-134 113-165
S3 111-139 112-023 113-136
S4 110-144 111-028 113-049
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% 0-103 0.3% 94% False False 906,926
10 113-240 112-222 1-018 0.9% 0-084 0.2% 95% False False 1,329,582
20 113-240 111-250 1-310 1.7% 0-082 0.2% 97% False False 744,785
40 113-240 111-242 1-318 1.8% 0-078 0.2% 97% False False 381,728
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 115-100
2.618 114-224
1.618 114-104
1.000 114-030
0.618 113-304
HIGH 113-230
0.618 113-184
0.500 113-170
0.382 113-156
LOW 113-110
0.618 113-036
1.000 112-310
1.618 112-236
2.618 112-116
4.250 111-240
Fisher Pivots for day following 07-Dec-2018
Pivot 1 day 3 day
R1 113-205 113-196
PP 113-188 113-169
S1 113-170 113-142

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

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