ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 20-Dec-2018
Day Change Summary
Previous Current
19-Dec-2018 20-Dec-2018 Change Change % Previous Week
Open 113-295 113-318 0-022 0.1% 113-238
High 114-047 114-010 -0-037 -0.1% 113-265
Low 113-222 113-260 0-038 0.1% 113-113
Close 114-002 113-293 -0-030 -0.1% 113-178
Range 0-145 0-070 -0-075 -51.7% 0-152
ATR 0-085 0-084 -0-001 -1.3% 0-000
Volume 1,472,023 1,432,978 -39,045 -2.7% 5,153,253
Daily Pivots for day following 20-Dec-2018
Classic Woodie Camarilla DeMark
R4 114-184 114-148 114-011
R3 114-114 114-078 113-312
R2 114-044 114-044 113-305
R1 114-008 114-008 113-299 113-311
PP 113-294 113-294 113-294 113-286
S1 113-258 113-258 113-286 113-241
S2 113-224 113-224 113-280
S3 113-154 113-188 113-273
S4 113-084 113-118 113-254
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
5 114-047 113-135 0-232 0.6% 0-092 0.3% 68% False False 1,092,181
10 114-047 113-110 0-257 0.7% 0-084 0.2% 71% False False 1,124,363
20 114-047 112-222 1-145 1.3% 0-081 0.2% 84% False False 1,172,077
40 114-047 111-242 2-125 2.1% 0-081 0.2% 90% False False 624,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-308
2.618 114-193
1.618 114-123
1.000 114-080
0.618 114-053
HIGH 114-010
0.618 113-303
0.500 113-295
0.382 113-287
LOW 113-260
0.618 113-217
1.000 113-190
1.618 113-147
2.618 113-077
4.250 112-282
Fisher Pivots for day following 20-Dec-2018
Pivot 1 day 3 day
R1 113-295 113-294
PP 113-294 113-293
S1 113-293 113-293

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

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