ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 113-138 113-178 0-040 0.1% 113-238
High 113-218 113-245 0-027 0.1% 113-265
Low 113-135 113-160 0-025 0.1% 113-113
Close 113-178 113-227 0-050 0.1% 113-178
Range 0-082 0-085 0-002 3.0% 0-152
ATR 0-080 0-081 0-000 0.4% 0-000
Volume 814,362 705,318 -109,044 -13.4% 5,153,253
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-146 114-112 113-274
R3 114-061 114-027 113-251
R2 113-296 113-296 113-243
R1 113-262 113-262 113-235 113-279
PP 113-211 113-211 113-211 113-219
S1 113-177 113-177 113-220 113-194
S2 113-126 113-126 113-212
S3 113-041 113-092 113-204
S4 112-276 113-007 113-181
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
5 113-245 113-113 0-132 0.4% 0-071 0.2% 87% True False 903,182
10 113-265 112-318 0-267 0.7% 0-084 0.2% 86% False False 930,268
20 113-265 112-200 1-065 1.1% 0-076 0.2% 90% False False 1,016,988
40 113-265 111-242 2-022 1.8% 0-081 0.2% 94% False False 527,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-286
2.618 114-148
1.618 114-063
1.000 114-010
0.618 113-298
HIGH 113-245
0.618 113-213
0.500 113-202
0.382 113-192
LOW 113-160
0.618 113-107
1.000 113-075
1.618 113-022
2.618 112-257
4.250 112-119
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 113-219 113-211
PP 113-211 113-195
S1 113-202 113-179

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

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