ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 20-Mar-2019
Day Change Summary
Previous Current
19-Mar-2019 20-Mar-2019 Change Change % Previous Week
Open 115-000 114-298 -0-022 -0.1% 114-287
High 115-020 115-150 0-130 0.4% 115-047
Low 114-282 114-293 0-010 0.0% 114-225
Close 114-302 115-118 0-135 0.4% 115-020
Range 0-058 0-178 0-120 208.7% 0-142
ATR 0-074 0-081 0-007 10.0% 0-000
Volume 710,334 1,114,442 404,108 56.9% 3,408,702
Daily Pivots for day following 20-Mar-2019
Classic Woodie Camarilla DeMark
R4 116-293 116-223 115-215
R3 116-115 116-045 115-166
R2 115-258 115-258 115-150
R1 115-188 115-188 115-134 115-223
PP 115-080 115-080 115-080 115-098
S1 115-010 115-010 115-101 115-045
S2 114-223 114-223 115-085
S3 114-045 114-153 115-069
S4 113-187 113-295 115-020
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
5 115-150 114-270 0-200 0.5% 0-083 0.2% 84% True False 761,128
10 115-150 114-185 0-285 0.8% 0-079 0.2% 89% True False 782,941
20 115-150 114-073 1-078 1.1% 0-079 0.2% 92% True False 1,024,316
40 115-150 114-058 1-093 1.1% 0-076 0.2% 92% True False 540,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 51 trading days
Fibonacci Retracements and Extensions
4.250 117-264
2.618 116-295
1.618 116-117
1.000 116-008
0.618 115-260
HIGH 115-150
0.618 115-082
0.500 115-061
0.382 115-040
LOW 114-293
0.618 114-183
1.000 114-115
1.618 114-005
2.618 113-148
4.250 112-178
Fisher Pivots for day following 20-Mar-2019
Pivot 1 day 3 day
R1 115-099 115-097
PP 115-080 115-077
S1 115-061 115-056

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

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