ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 25-Mar-2019
Day Change Summary
Previous Current
22-Mar-2019 25-Mar-2019 Change Change % Previous Week
Open 115-107 115-253 0-145 0.4% 115-018
High 115-285 116-073 0-108 0.3% 115-285
Low 115-105 115-215 0-110 0.3% 114-282
Close 115-240 116-007 0-087 0.2% 115-240
Range 0-180 0-178 -0-002 -1.4% 1-002
ATR 0-088 0-094 0-006 7.3% 0-000
Volume 1,379,655 1,305,561 -74,094 -5.4% 4,852,646
Daily Pivots for day following 25-Mar-2019
Classic Woodie Camarilla DeMark
R4 117-204 117-123 116-105
R3 117-027 116-266 116-056
R2 116-169 116-169 116-040
R1 116-088 116-088 116-024 116-129
PP 115-312 115-312 115-312 116-012
S1 115-231 115-231 115-311 115-271
S2 115-134 115-134 115-295
S3 114-277 115-053 115-279
S4 114-099 114-196 115-230
Weekly Pivots for week ending 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 118-170 118-047 116-097
R3 117-167 117-045 116-009
R2 116-165 116-165 115-299
R1 116-042 116-042 115-270 116-104
PP 115-162 115-162 115-162 115-193
S1 115-040 115-040 115-210 115-101
S2 114-160 114-160 115-181
S3 113-158 114-038 115-151
S4 112-155 113-035 115-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-073 114-282 1-110 1.2% 0-134 0.4% 85% True False 1,116,575
10 116-073 114-225 1-168 1.3% 0-101 0.3% 87% True False 899,555
20 116-073 114-073 2-000 1.7% 0-090 0.2% 90% True False 988,798
40 116-073 114-058 2-015 1.8% 0-083 0.2% 90% True False 633,284
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-187
2.618 117-217
1.618 117-040
1.000 116-250
0.618 116-182
HIGH 116-073
0.618 116-005
0.500 115-304
0.382 115-283
LOW 115-215
0.618 115-105
1.000 115-038
1.618 114-248
2.618 114-070
4.250 113-101
Fisher Pivots for day following 25-Mar-2019
Pivot 1 day 3 day
R1 116-000 115-299
PP 115-312 115-271
S1 115-304 115-243

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

View Archives - Comment on this page... - Back to Index of Symbols