ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 113-122 113-138 0-015 0.0% 113-238
High 113-155 113-218 0-062 0.2% 113-265
Low 113-113 113-135 0-022 0.1% 113-113
Close 113-138 113-178 0-040 0.1% 113-178
Range 0-042 0-082 0-040 94.1% 0-152
ATR 0-080 0-080 0-000 0.2% 0-000
Volume 907,850 814,362 -93,488 -10.3% 5,153,253
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-104 114-063 113-223
R3 114-022 113-301 113-200
R2 113-259 113-259 113-193
R1 113-218 113-218 113-185 113-239
PP 113-177 113-177 113-177 113-187
S1 113-136 113-136 113-170 113-156
S2 113-094 113-094 113-162
S3 113-012 113-053 113-155
S4 112-249 112-291 113-132
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 115-002 114-242 113-261
R3 114-170 114-090 113-219
R2 114-017 114-017 113-205
R1 113-257 113-257 113-191 113-221
PP 113-185 113-185 113-185 113-167
S1 113-105 113-105 113-164 113-069
S2 113-033 113-033 113-150
S3 112-200 112-273 113-136
S4 112-048 112-120 113-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-265 113-113 0-152 0.4% 0-069 0.2% 43% False False 1,030,650
10 113-265 112-245 1-020 0.9% 0-086 0.2% 74% False False 968,788
20 113-265 112-150 1-115 1.2% 0-078 0.2% 80% False False 986,799
40 113-265 111-242 2-022 1.8% 0-080 0.2% 87% False False 509,667
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-248
2.618 114-113
1.618 114-031
1.000 113-300
0.618 113-268
HIGH 113-218
0.618 113-186
0.500 113-176
0.382 113-167
LOW 113-135
0.618 113-084
1.000 113-053
1.618 113-002
2.618 112-239
4.250 112-104
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 113-177 113-173
PP 113-177 113-169
S1 113-176 113-165

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

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