ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 114-270 114-287 0-017 0.0% 114-093
High 115-022 114-302 -0-040 -0.1% 115-022
Low 114-260 114-262 0-002 0.0% 114-073
Close 114-300 114-275 -0-025 -0.1% 114-300
Range 0-082 0-040 -0-042 -51.5% 0-270
ATR 0-082 0-079 -0-003 -3.7% 0-000
Volume 981,890 571,357 -410,533 -41.8% 4,459,136
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 115-080 115-058 114-297
R3 115-040 115-018 114-286
R2 115-000 115-000 114-282
R1 114-298 114-298 114-279 114-289
PP 114-280 114-280 114-280 114-276
S1 114-258 114-258 114-271 114-249
S2 114-240 114-240 114-268
S3 114-200 114-218 114-264
S4 114-160 114-178 114-253
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 117-088 116-304 115-128
R3 116-138 116-034 115-054
R2 115-188 115-188 115-029
R1 115-084 115-084 115-005 115-136
PP 114-238 114-238 114-238 114-264
S1 114-134 114-134 114-275 114-186
S2 113-288 113-288 114-251
S3 113-018 113-184 114-226
S4 112-068 112-234 114-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-022 114-093 0-250 0.7% 0-070 0.2% 73% False False 847,431
10 115-022 114-073 0-270 0.7% 0-079 0.2% 75% False False 1,078,040
20 115-022 114-073 0-270 0.7% 0-075 0.2% 75% False False 803,848
40 115-022 114-022 1-000 0.9% 0-076 0.2% 79% False False 412,010
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115-152
2.618 115-087
1.618 115-047
1.000 115-022
0.618 115-007
HIGH 114-302
0.618 114-287
0.500 114-282
0.382 114-278
LOW 114-262
0.618 114-238
1.000 114-222
1.618 114-198
2.618 114-158
4.250 114-092
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 114-282 114-271
PP 114-280 114-267
S1 114-278 114-264

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

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