ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 31-Jan-2019
Day Change Summary
Previous Current
30-Jan-2019 31-Jan-2019 Change Change % Previous Week
Open 114-140 114-253 0-113 0.3% 114-102
High 114-255 115-018 0-082 0.2% 114-175
Low 114-120 114-238 0-118 0.3% 114-058
Close 114-220 114-313 0-093 0.3% 114-087
Range 0-135 0-100 -0-035 -25.9% 0-118
ATR 0-097 0-098 0-001 1.6% 0-000
Volume 35,738 19,106 -16,632 -46.5% 77,517
Daily Pivots for day following 31-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-276 115-234 115-048
R3 115-176 115-134 115-020
R2 115-076 115-076 115-011
R1 115-034 115-034 115-002 115-055
PP 114-296 114-296 114-296 114-306
S1 114-254 114-254 114-303 114-275
S2 114-196 114-196 114-294
S3 114-096 114-154 114-285
S4 113-316 114-054 114-258
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 115-139 115-071 114-152
R3 115-022 114-273 114-120
R2 114-224 114-224 114-109
R1 114-156 114-156 114-098 114-131
PP 114-107 114-107 114-107 114-094
S1 114-038 114-038 114-077 114-014
S2 113-309 113-309 114-066
S3 113-192 113-241 114-055
S4 113-074 113-123 114-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-018 114-058 0-280 0.8% 0-082 0.2% 91% True False 19,820
10 115-018 114-022 0-315 0.9% 0-080 0.2% 92% True False 19,704
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-123
2.618 115-279
1.618 115-179
1.000 115-118
0.618 115-079
HIGH 115-018
0.618 114-299
0.500 114-288
0.382 114-276
LOW 114-238
0.618 114-176
1.000 114-138
1.618 114-076
2.618 113-296
4.250 113-133
Fisher Pivots for day following 31-Jan-2019
Pivot 1 day 3 day
R1 114-304 114-281
PP 114-296 114-250
S1 114-288 114-219

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

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