ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 24-Dec-2018
Day Change Summary
Previous Current
21-Dec-2018 24-Dec-2018 Change Change % Previous Week
Open 113-260 114-013 0-073 0.2% 113-178
High 114-018 114-113 0-095 0.3% 114-047
Low 113-250 114-005 0-075 0.2% 113-160
Close 113-313 114-082 0-090 0.2% 113-313
Range 0-087 0-108 0-020 22.9% 0-207
ATR 0-084 0-087 0-003 3.1% 0-000
Volume 938,296 410,976 -527,320 -56.2% 5,584,842
Daily Pivots for day following 24-Dec-2018
Classic Woodie Camarilla DeMark
R4 115-069 115-023 114-142
R3 114-282 114-236 114-112
R2 114-174 114-174 114-102
R1 114-128 114-128 114-092 114-151
PP 114-067 114-067 114-067 114-078
S1 114-021 114-021 114-073 114-044
S2 113-279 113-279 114-063
S3 113-172 113-233 114-053
S4 113-064 113-126 114-023
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 115-262 115-175 114-107
R3 115-055 114-287 114-050
R2 114-167 114-167 114-031
R1 114-080 114-080 114-012 114-124
PP 113-280 113-280 113-280 113-302
S1 113-193 113-193 113-293 113-236
S2 113-073 113-073 113-274
S3 112-185 112-305 113-255
S4 111-298 112-098 113-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-113 113-220 0-213 0.6% 0-097 0.3% 86% True False 1,058,100
10 114-113 113-113 1-000 0.9% 0-084 0.2% 91% True False 980,641
20 114-113 112-230 1-202 1.4% 0-085 0.2% 94% True False 1,156,481
40 114-113 111-242 2-190 2.3% 0-081 0.2% 96% True False 657,219
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 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-249
2.618 115-074
1.618 114-286
1.000 114-220
0.618 114-179
HIGH 114-113
0.618 114-071
0.500 114-059
0.382 114-046
LOW 114-005
0.618 113-259
1.000 113-217
1.618 113-151
2.618 113-044
4.250 112-188
Fisher Pivots for day following 24-Dec-2018
Pivot 1 day 3 day
R1 114-075 114-062
PP 114-067 114-042
S1 114-059 114-021

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

View Archives - Comment on this page... - Back to Index of Symbols