ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 15-Mar-2019
Day Change Summary
Previous Current
14-Mar-2019 15-Mar-2019 Change Change % Previous Week
Open 114-290 114-293 0-002 0.0% 114-287
High 115-002 115-047 0-045 0.1% 115-047
Low 114-270 114-280 0-010 0.0% 114-225
Close 114-295 115-020 0-045 0.1% 115-020
Range 0-052 0-087 0-035 66.7% 0-142
ATR 0-077 0-078 0-001 1.0% 0-000
Volume 621,161 784,377 163,216 26.3% 3,408,702
Daily Pivots for day following 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 115-272 115-233 115-068
R3 115-184 115-146 115-044
R2 115-097 115-097 115-036
R1 115-058 115-058 115-028 115-077
PP 115-009 115-009 115-009 115-019
S1 114-291 114-291 115-012 114-310
S2 114-242 114-242 115-004
S3 114-154 114-203 114-316
S4 114-067 114-116 114-292
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 116-098 116-042 115-098
R3 115-276 115-219 115-059
R2 115-133 115-133 115-046
R1 115-077 115-077 115-033 115-105
PP 114-311 114-311 114-311 115-005
S1 114-254 114-254 115-007 114-282
S2 114-168 114-168 114-314
S3 114-026 114-112 114-301
S4 113-203 113-289 114-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-047 114-225 0-142 0.4% 0-067 0.2% 81% True False 681,740
10 115-047 114-073 0-295 0.8% 0-073 0.2% 91% True False 786,783
20 115-047 114-073 0-295 0.8% 0-074 0.2% 91% True False 937,462
40 115-047 114-022 1-025 0.9% 0-076 0.2% 92% True False 482,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-099
2.618 115-277
1.618 115-189
1.000 115-135
0.618 115-102
HIGH 115-047
0.618 115-014
0.500 115-004
0.382 114-313
LOW 114-280
0.618 114-226
1.000 114-193
1.618 114-138
2.618 114-051
4.250 113-228
Fisher Pivots for day following 15-Mar-2019
Pivot 1 day 3 day
R1 115-015 115-013
PP 115-009 115-006
S1 115-004 114-319

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

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