ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 12-Mar-2019
Day Change Summary
Previous Current
11-Mar-2019 12-Mar-2019 Change Change % Previous Week
Open 114-287 114-267 -0-020 -0.1% 114-093
High 114-302 115-018 0-035 0.1% 115-022
Low 114-262 114-225 -0-038 -0.1% 114-073
Close 114-275 114-318 0-042 0.1% 114-300
Range 0-040 0-113 0-073 181.3% 0-270
ATR 0-079 0-081 0-002 3.0% 0-000
Volume 571,357 850,954 279,597 48.9% 4,459,136
Daily Pivots for day following 12-Mar-2019
Classic Woodie Camarilla DeMark
R4 115-311 115-267 115-059
R3 115-198 115-154 115-028
R2 115-086 115-086 115-018
R1 115-042 115-042 115-008 115-064
PP 114-293 114-293 114-293 114-304
S1 114-249 114-249 114-307 114-271
S2 114-181 114-181 114-297
S3 114-068 114-137 114-287
S4 113-276 114-024 114-256
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
5 115-022 114-138 0-205 0.6% 0-081 0.2% 88% False False 873,524
10 115-022 114-073 0-270 0.7% 0-085 0.2% 91% False False 974,644
20 115-022 114-073 0-270 0.7% 0-077 0.2% 91% False False 844,177
40 115-022 114-022 1-000 0.9% 0-076 0.2% 92% False False 433,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116-176
2.618 115-312
1.618 115-200
1.000 115-130
0.618 115-087
HIGH 115-018
0.618 114-295
0.500 114-281
0.382 114-268
LOW 114-225
0.618 114-155
1.000 114-112
1.618 114-043
2.618 113-250
4.250 113-067
Fisher Pivots for day following 12-Mar-2019
Pivot 1 day 3 day
R1 114-305 114-306
PP 114-293 114-295
S1 114-281 114-284

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

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