ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 19-Dec-2018
Day Change Summary
Previous Current
18-Dec-2018 19-Dec-2018 Change Change % Previous Week
Open 113-227 113-295 0-068 0.2% 113-238
High 113-295 114-047 0-072 0.2% 113-265
Low 113-220 113-222 0-002 0.0% 113-113
Close 113-280 114-002 0-042 0.1% 113-178
Range 0-075 0-145 0-070 93.3% 0-152
ATR 0-080 0-085 0-005 5.8% 0-000
Volume 1,036,227 1,472,023 435,796 42.1% 5,153,253
Daily Pivots for day following 19-Dec-2018
Classic Woodie Camarilla DeMark
R4 115-099 115-036 114-082
R3 114-274 114-211 114-042
R2 114-129 114-129 114-029
R1 114-066 114-066 114-016 114-097
PP 113-304 113-304 113-304 114-000
S1 113-241 113-241 113-309 113-272
S2 113-159 113-159 113-296
S3 113-014 113-096 113-283
S4 112-189 112-271 113-243
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
5 114-047 113-113 0-255 0.7% 0-086 0.2% 82% True False 987,156
10 114-047 113-045 1-002 0.9% 0-096 0.3% 86% True False 1,180,664
20 114-047 112-200 1-167 1.3% 0-080 0.2% 91% True False 1,123,162
40 114-047 111-242 2-125 2.1% 0-082 0.2% 94% True False 589,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 116-024
2.618 115-107
1.618 114-282
1.000 114-192
0.618 114-137
HIGH 114-047
0.618 113-312
0.500 113-295
0.382 113-278
LOW 113-222
0.618 113-133
1.000 113-078
1.618 112-308
2.618 112-163
4.250 111-246
Fisher Pivots for day following 19-Dec-2018
Pivot 1 day 3 day
R1 113-313 113-303
PP 113-304 113-283
S1 113-295 113-264

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

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