ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 113-133 113-238 0-105 0.3% 112-290
High 113-230 113-265 0-035 0.1% 113-240
Low 113-110 113-190 0-080 0.2% 112-245
Close 113-222 113-205 -0-018 0.0% 113-222
Range 0-120 0-075 -0-045 -37.5% 0-315
ATR 0-086 0-085 -0-001 -0.9% 0-000
Volume 1,443,835 1,342,661 -101,174 -7.0% 4,534,634
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-125 114-080 113-246
R3 114-050 114-005 113-226
R2 113-295 113-295 113-219
R1 113-250 113-250 113-212 113-235
PP 113-220 113-220 113-220 113-213
S1 113-175 113-175 113-198 113-160
S2 113-145 113-145 113-191
S3 113-070 113-100 113-184
S4 112-315 113-025 113-164
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
5 113-265 112-318 0-267 0.7% 0-097 0.3% 78% True False 957,354
10 113-265 112-230 1-035 1.0% 0-086 0.2% 83% True False 1,332,322
20 113-265 112-013 1-252 1.6% 0-082 0.2% 90% True False 808,627
40 113-265 111-242 2-022 1.8% 0-078 0.2% 91% True False 415,283
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 True
Stretch 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-264
2.618 114-141
1.618 114-066
1.000 114-020
0.618 113-311
HIGH 113-265
0.618 113-236
0.500 113-228
0.382 113-219
LOW 113-190
0.618 113-144
1.000 113-115
1.618 113-069
2.618 112-314
4.250 112-191
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 113-228 113-188
PP 113-220 113-172
S1 113-212 113-155

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

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