ECBOT 5 Year T-Note Future March 2019


Trading Metrics calculated at close of trading on 04-Jan-2019
Day Change Summary
Previous Current
03-Jan-2019 04-Jan-2019 Change Change % Previous Week
Open 114-302 115-107 0-125 0.3% 114-150
High 115-122 115-115 -0-007 0.0% 115-122
Low 114-227 114-205 -0-022 -0.1% 114-125
Close 115-098 114-242 -0-175 -0.5% 114-242
Range 0-215 0-230 0-015 7.0% 0-318
ATR 0-107 0-116 0-009 8.2% 0-000
Volume 1,778,369 1,464,224 -314,145 -17.7% 4,843,977
Daily Pivots for day following 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 117-024 116-203 115-049
R3 116-114 115-293 114-306
R2 115-204 115-204 114-285
R1 115-063 115-063 114-264 115-019
PP 114-294 114-294 114-294 114-272
S1 114-153 114-153 114-221 114-109
S2 114-064 114-064 114-200
S3 113-154 113-243 114-179
S4 112-244 113-013 114-116
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 117-263 117-090 115-097
R3 116-265 116-093 115-010
R2 115-267 115-267 114-301
R1 115-095 115-095 114-272 115-181
PP 114-270 114-270 114-270 114-313
S1 114-097 114-097 114-213 114-184
S2 113-272 113-272 114-184
S3 112-275 113-100 114-155
S4 111-277 112-102 114-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-122 114-060 1-062 1.0% 0-158 0.4% 48% False False 1,126,877
10 115-122 113-250 1-192 1.4% 0-134 0.4% 61% False False 1,004,122
20 115-122 113-045 2-078 2.0% 0-115 0.3% 72% False False 1,092,393
40 115-122 111-242 3-200 3.2% 0-095 0.3% 83% False False 834,899
60 115-122 111-230 3-212 3.2% 0-089 0.2% 83% False False 561,294
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 0-019
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 118-133
2.618 117-077
1.618 116-167
1.000 116-025
0.618 115-257
HIGH 115-115
0.618 115-027
0.500 115-000
0.382 114-293
LOW 114-205
0.618 114-063
1.000 113-295
1.618 113-153
2.618 112-243
4.250 111-187
Fisher Pivots for day following 04-Jan-2019
Pivot 1 day 3 day
R1 115-000 114-306
PP 114-294 114-285
S1 114-268 114-264

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

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