ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 12-Dec-2018
Day Change Summary
Previous Current
11-Dec-2018 12-Dec-2018 Change Change % Previous Week
Open 113-198 113-160 -0-038 -0.1% 112-290
High 113-225 113-173 -0-052 -0.1% 113-240
Low 113-140 113-113 -0-027 -0.1% 112-245
Close 113-160 113-130 -0-030 -0.1% 113-222
Range 0-085 0-060 -0-025 -29.4% 0-315
ATR 0-085 0-083 -0-002 -2.1% 0-000
Volume 1,198,970 889,410 -309,560 -25.8% 4,534,634
Daily Pivots for day following 12-Dec-2018
Classic Woodie Camarilla DeMark
R4 113-318 113-284 113-163
R3 113-258 113-224 113-147
R2 113-198 113-198 113-141
R1 113-164 113-164 113-136 113-151
PP 113-138 113-138 113-138 113-132
S1 113-104 113-104 113-125 113-091
S2 113-078 113-078 113-119
S3 113-018 113-044 113-114
S4 112-278 112-304 113-097
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% 0-107 0.3% 39% False False 1,374,172
10 113-265 112-245 1-020 0.9% 0-088 0.2% 60% False False 1,074,451
20 113-265 112-067 1-198 1.4% 0-083 0.2% 74% False False 909,588
40 113-265 111-242 2-022 1.8% 0-081 0.2% 80% False False 467,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-108
2.618 114-010
1.618 113-270
1.000 113-233
0.618 113-210
HIGH 113-173
0.618 113-150
0.500 113-143
0.382 113-135
LOW 113-113
0.618 113-075
1.000 113-053
1.618 113-015
2.618 112-275
4.250 112-178
Fisher Pivots for day following 12-Dec-2018
Pivot 1 day 3 day
R1 113-143 113-189
PP 113-138 113-169
S1 113-134 113-150

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

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