ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 11-Dec-2018
Day Change Summary
Previous Current
10-Dec-2018 11-Dec-2018 Change Change % Previous Week
Open 113-238 113-198 -0-040 -0.1% 112-290
High 113-265 113-225 -0-040 -0.1% 113-240
Low 113-190 113-140 -0-050 -0.1% 112-245
Close 113-205 113-160 -0-045 -0.1% 113-222
Range 0-075 0-085 0-010 13.4% 0-315
ATR 0-085 0-085 0-000 0.0% 0-000
Volume 1,342,661 1,198,970 -143,691 -10.7% 4,534,634
Daily Pivots for day following 11-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-110 114-060 113-207
R3 114-025 113-295 113-183
R2 113-260 113-260 113-176
R1 113-210 113-210 113-168 113-192
PP 113-175 113-175 113-175 113-166
S1 113-125 113-125 113-152 113-108
S2 113-090 113-090 113-144
S3 113-005 113-040 113-137
S4 112-240 112-275 113-113
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
5 113-265 113-045 0-220 0.6% 0-095 0.3% 52% False False 1,196,719
10 113-265 112-230 1-035 1.0% 0-090 0.2% 70% False False 1,232,493
20 113-265 112-042 1-222 1.5% 0-083 0.2% 81% False False 868,162
40 113-265 111-242 2-022 1.8% 0-080 0.2% 84% False False 445,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-266
2.618 114-128
1.618 114-043
1.000 113-310
0.618 113-278
HIGH 113-225
0.618 113-193
0.500 113-182
0.382 113-172
LOW 113-140
0.618 113-087
1.000 113-055
1.618 113-002
2.618 112-237
4.250 112-099
Fisher Pivots for day following 11-Dec-2018
Pivot 1 day 3 day
R1 113-182 113-188
PP 113-175 113-178
S1 113-167 113-169

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

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