ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 13-Mar-2019
Day Change Summary
Previous Current
12-Mar-2019 13-Mar-2019 Change Change % Previous Week
Open 114-267 115-000 0-053 0.1% 114-093
High 115-018 115-005 -0-013 0.0% 115-022
Low 114-225 114-282 0-058 0.2% 114-073
Close 114-318 114-318 0-000 0.0% 114-300
Range 0-113 0-042 -0-070 -62.2% 0-270
ATR 0-081 0-079 -0-003 -3.4% 0-000
Volume 850,954 580,853 -270,101 -31.7% 4,459,136
Daily Pivots for day following 13-Mar-2019
Classic Woodie Camarilla DeMark
R4 115-116 115-099 115-021
R3 115-073 115-057 115-009
R2 115-031 115-031 115-005
R1 115-014 115-014 115-001 115-001
PP 114-308 114-308 114-308 114-302
S1 114-292 114-292 114-314 114-279
S2 114-266 114-266 114-310
S3 114-223 114-249 114-306
S4 114-181 114-207 114-294
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
5 115-022 114-185 0-158 0.4% 0-076 0.2% 84% False False 804,754
10 115-022 114-073 0-270 0.7% 0-081 0.2% 91% False False 885,142
20 115-022 114-073 0-270 0.7% 0-076 0.2% 91% False False 871,194
40 115-022 114-022 1-000 0.9% 0-075 0.2% 92% False False 447,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-186
2.618 115-116
1.618 115-074
1.000 115-047
0.618 115-031
HIGH 115-005
0.618 114-309
0.500 114-304
0.382 114-299
LOW 114-282
0.618 114-256
1.000 114-240
1.618 114-214
2.618 114-171
4.250 114-102
Fisher Pivots for day following 13-Mar-2019
Pivot 1 day 3 day
R1 114-313 114-305
PP 114-308 114-293
S1 114-304 114-281

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

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