ECBOT 5 Year T-Note Future June 2019


Trading Metrics calculated at close of trading on 26-Mar-2019
Day Change Summary
Previous Current
25-Mar-2019 26-Mar-2019 Change Change % Previous Week
Open 115-253 116-040 0-107 0.3% 115-018
High 116-073 116-042 -0-030 -0.1% 115-285
Low 115-215 115-262 0-047 0.1% 114-282
Close 116-007 116-020 0-013 0.0% 115-240
Range 0-178 0-100 -0-078 -43.7% 1-002
ATR 0-094 0-095 0-000 0.4% 0-000
Volume 1,305,561 1,171,218 -134,343 -10.3% 4,852,646
Daily Pivots for day following 26-Mar-2019
Classic Woodie Camarilla DeMark
R4 116-302 116-261 116-075
R3 116-202 116-161 116-048
R2 116-102 116-102 116-038
R1 116-061 116-061 116-029 116-031
PP 116-002 116-002 116-002 115-307
S1 115-281 115-281 116-011 115-251
S2 115-222 115-222 116-002
S3 115-122 115-181 115-312
S4 115-022 115-081 115-285
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
5 116-073 114-293 1-100 1.1% 0-143 0.4% 87% False False 1,208,752
10 116-073 114-270 1-122 1.2% 0-099 0.3% 88% False False 931,581
20 116-073 114-073 2-000 1.7% 0-092 0.2% 92% False False 953,113
40 116-073 114-073 2-000 1.7% 0-084 0.2% 92% False False 662,398
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-147
2.618 116-304
1.618 116-204
1.000 116-142
0.618 116-104
HIGH 116-042
0.618 116-004
0.500 115-312
0.382 115-301
LOW 115-262
0.618 115-201
1.000 115-162
1.618 115-101
2.618 115-001
4.250 114-157
Fisher Pivots for day following 26-Mar-2019
Pivot 1 day 3 day
R1 116-011 115-310
PP 116-002 115-279
S1 115-312 115-249

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

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