ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 21-Mar-2019
Day Change Summary
Previous Current
20-Mar-2019 21-Mar-2019 Change Change % Previous Week
Open 114-298 115-122 0-145 0.4% 114-287
High 115-150 115-170 0-020 0.1% 115-047
Low 114-293 115-093 0-120 0.3% 114-225
Close 115-118 115-105 -0-013 0.0% 115-020
Range 0-178 0-078 -0-100 -56.3% 0-142
ATR 0-081 0-081 0-000 -0.3% 0-000
Volume 1,114,442 1,072,885 -41,557 -3.7% 3,408,702
Daily Pivots for day following 21-Mar-2019
Classic Woodie Camarilla DeMark
R4 116-035 115-308 115-148
R3 115-278 115-230 115-126
R2 115-200 115-200 115-119
R1 115-153 115-153 115-112 115-138
PP 115-123 115-123 115-123 115-115
S1 115-075 115-075 115-098 115-060
S2 115-045 115-045 115-091
S3 114-287 114-317 115-084
S4 114-210 114-240 115-062
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
5 115-170 114-280 0-210 0.6% 0-088 0.2% 69% True False 851,473
10 115-170 114-225 0-265 0.7% 0-077 0.2% 75% True False 786,358
20 115-170 114-073 1-098 1.1% 0-079 0.2% 84% True False 1,016,707
40 115-170 114-058 1-113 1.2% 0-076 0.2% 85% True False 567,395
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-179
2.618 116-053
1.618 115-295
1.000 115-248
0.618 115-218
HIGH 115-170
0.618 115-140
0.500 115-131
0.382 115-122
LOW 115-093
0.618 115-045
1.000 115-015
1.618 114-287
2.618 114-210
4.250 114-083
Fisher Pivots for day following 21-Mar-2019
Pivot 1 day 3 day
R1 115-131 115-092
PP 115-123 115-079
S1 115-114 115-066

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

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