ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 18-Dec-2018
Day Change Summary
Previous Current
17-Dec-2018 18-Dec-2018 Change Change % Previous Week
Open 113-178 113-227 0-050 0.1% 113-238
High 113-245 113-295 0-050 0.1% 113-265
Low 113-160 113-220 0-060 0.2% 113-113
Close 113-227 113-280 0-053 0.1% 113-178
Range 0-085 0-075 -0-010 -11.7% 0-152
ATR 0-081 0-080 0-000 -0.5% 0-000
Volume 705,318 1,036,227 330,909 46.9% 5,153,253
Daily Pivots for day following 18-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-170 114-140 114-001
R3 114-095 114-065 113-301
R2 114-020 114-020 113-294
R1 113-310 113-310 113-287 114-005
PP 113-265 113-265 113-265 113-273
S1 113-235 113-235 113-273 113-250
S2 113-190 113-190 113-266
S3 113-115 113-160 113-259
S4 113-040 113-085 113-239
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
5 113-295 113-113 0-182 0.5% 0-069 0.2% 92% True False 870,633
10 113-295 113-045 0-250 0.7% 0-082 0.2% 94% True False 1,033,676
20 113-295 112-200 1-095 1.1% 0-076 0.2% 96% True False 1,060,252
40 113-295 111-242 2-053 1.9% 0-082 0.2% 98% True False 553,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-294
2.618 114-171
1.618 114-096
1.000 114-050
0.618 114-021
HIGH 113-295
0.618 113-266
0.500 113-258
0.382 113-249
LOW 113-220
0.618 113-174
1.000 113-145
1.618 113-099
2.618 113-024
4.250 112-221
Fisher Pivots for day following 18-Dec-2018
Pivot 1 day 3 day
R1 113-273 113-258
PP 113-265 113-237
S1 113-258 113-215

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

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