ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 13-Dec-2018
Day Change Summary
Previous Current
12-Dec-2018 13-Dec-2018 Change Change % Previous Week
Open 113-160 113-122 -0-038 -0.1% 112-290
High 113-173 113-155 -0-018 0.0% 113-240
Low 113-113 113-113 0-000 0.0% 112-245
Close 113-130 113-138 0-007 0.0% 113-222
Range 0-060 0-042 -0-018 -29.2% 0-315
ATR 0-083 0-080 -0-003 -3.5% 0-000
Volume 889,410 907,850 18,440 2.1% 4,534,634
Daily Pivots for day following 13-Dec-2018
Classic Woodie Camarilla DeMark
R4 113-262 113-242 113-161
R3 113-220 113-200 113-149
R2 113-178 113-178 113-145
R1 113-158 113-158 113-141 113-168
PP 113-135 113-135 113-135 113-140
S1 113-115 113-115 113-134 113-125
S2 113-093 113-093 113-130
S3 113-050 113-073 113-126
S4 113-008 113-030 113-114
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
5 113-265 113-110 0-155 0.4% 0-076 0.2% 18% False False 1,156,545
10 113-265 112-245 1-020 0.9% 0-084 0.2% 63% False False 985,896
20 113-265 112-122 1-142 1.3% 0-078 0.2% 72% False False 949,990
40 113-265 111-242 2-022 1.8% 0-080 0.2% 81% False False 489,675
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 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-016
2.618 113-266
1.618 113-224
1.000 113-198
0.618 113-181
HIGH 113-155
0.618 113-139
0.500 113-134
0.382 113-129
LOW 113-113
0.618 113-086
1.000 113-070
1.618 113-044
2.618 113-001
4.250 112-252
Fisher Pivots for day following 13-Dec-2018
Pivot 1 day 3 day
R1 113-136 113-169
PP 113-135 113-158
S1 113-134 113-148

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

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